+2,732.7%
DUK vs CP
+7,872.5%
-5,139.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.7% |
| 7D | +1.9% | +2.8% | -0.9% | +1.4% |
| 30D | +10.5% | +11.0% | -0.5% | +8.4% |
| 3M | +7.3% | +3.8% | +3.5% | +6.5% |
| 6M | +5.7% | +9.5% | -3.8% | +3.7% |
| YTD | +12.9% | +28.2% | -15.3% | +7.3% |
| 1Y | +8.6% | +33.0% | -24.4% | +2.5% |
| 3Y | +63.5% | +35.5% | +28.0% | +52.0% |
| 5Y | +52.4% | +25.8% | +26.6% | +42.7% |
| 10Y | +157.4% | +250.7% | -93.3% | +97.3% |
| All | +2,732.7% | +7,872.5% | -5,139.8% | +1,205.2% |
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