+2,761.7%
DUK vs CP
+7,903.1%
-5,141.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +1.9% | +2.1% | -0.2% | +1.5% |
| 30D | +8.9% | +9.3% | -0.4% | +7.1% |
| 3M | +5.6% | +0.5% | +5.1% | +5.4% |
| 6M | +7.0% | +10.4% | -3.4% | +4.9% |
| YTD | +14.0% | +28.7% | -14.7% | +8.4% |
| 1Y | +9.1% | +33.2% | -24.1% | +2.9% |
| 3Y | +67.6% | +38.4% | +29.1% | +55.2% |
| 5Y | +56.6% | +26.2% | +30.4% | +46.6% |
| 10Y | +159.8% | +258.4% | -98.6% | +98.4% |
| All | +2,761.7% | +7,903.1% | -5,141.4% | +1,217.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling