+228.9%
DUK vs CNH
+42.8%
+186.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.3% |
| 7D | -0.6% | +6.7% | -7.3% | -1.4% |
| 30D | +9.4% | +7.2% | +2.2% | +8.5% |
| 3M | +5.4% | +17.5% | -12.0% | +3.2% |
| 6M | +4.9% | +15.0% | -10.1% | +2.6% |
| YTD | +12.7% | +36.8% | -24.0% | +7.9% |
| 1Y | +7.8% | +27.6% | -19.9% | +3.8% |
| 3Y | +63.3% | +34.3% | +29.0% | +53.7% |
| 5Y | +54.2% | -12.2% | +66.5% | +50.8% |
| 10Y | +156.8% | +113.9% | +43.0% | +110.1% |
| All | +228.9% | +42.8% | +186.0% | +175.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling