+2,541.1%
DUK vs CP
+7,669.4%
-5,128.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | 0.0% | -2.7% | +2.7% | +0.5% |
| 30D | -1.7% | +0.2% | -1.8% | -1.8% |
| 3M | -0.4% | +2.6% | -3.0% | -1.0% |
| 6M | -7.2% | +6.0% | -13.2% | -8.4% |
| YTD | +5.3% | +24.9% | -19.7% | +0.6% |
| 1Y | +3.0% | +20.1% | -17.2% | -1.0% |
| 3Y | +53.1% | +16.4% | +36.7% | +46.5% |
| 5Y | +37.9% | +31.7% | +6.2% | +28.0% |
| 10Y | +124.8% | +223.9% | -99.0% | +74.7% |
| All | +2,541.1% | +7,669.4% | -5,128.3% | +1,123.1% |
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