+2,761.7%
DUK vs CNP
+1,900.2%
+861.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | +1.9% | +1.3% | +0.6% | +1.5% |
| 30D | +8.9% | +3.8% | +5.1% | +7.5% |
| 3M | +5.6% | +2.4% | +3.2% | +4.7% |
| 6M | +7.0% | -1.2% | +8.2% | +7.4% |
| YTD | +14.0% | +9.3% | +4.8% | +10.7% |
| 1Y | +9.1% | +6.4% | +2.7% | +6.9% |
| 3Y | +67.6% | +66.4% | +1.2% | +41.3% |
| 5Y | +56.6% | +75.7% | -19.1% | +30.3% |
| 10Y | +159.8% | +145.1% | +14.6% | +89.5% |
| All | +2,761.7% | +1,900.2% | +861.5% | +882.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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