+159.2%
DUK vs CP
+259.0%
-99.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | -1.1% | +0.9% | -2.0% | -1.4% |
| 30D | +8.8% | +10.3% | -1.5% | +5.9% |
| 3M | +5.0% | +2.3% | +2.8% | +4.3% |
| 6M | +4.6% | +10.7% | -6.1% | +1.6% |
| YTD | +12.6% | +29.3% | -16.7% | +4.4% |
| 1Y | +7.4% | +31.5% | -24.0% | -0.9% |
| 3Y | +63.1% | +36.7% | +26.4% | +45.3% |
| 5Y | +54.6% | +26.8% | +27.8% | +38.9% |
| All | +159.2% | +259.0% | -99.8% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling