+209.6%
DUK vs CNH
+55.5%
+154.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +1.4% |
| 7D | +0.7% | +8.8% | -8.1% | -0.3% |
| 30D | -2.0% | +24.7% | -26.7% | -4.5% |
| 3M | +0.2% | +27.3% | -27.1% | -2.7% |
| 6M | -6.9% | +23.2% | -30.0% | -9.5% |
| YTD | +6.1% | +48.9% | -42.8% | +0.9% |
| 1Y | +4.4% | +19.4% | -15.0% | +1.6% |
| 3Y | +49.1% | +7.8% | +41.4% | +44.8% |
| 5Y | +39.6% | +8.7% | +30.8% | +33.1% |
| 10Y | +125.1% | +149.5% | -24.4% | +82.1% |
| All | +209.6% | +55.5% | +154.1% | +157.3% |
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