+125.9%
DUK vs CPB
-45.5%
+171.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | +0.3% |
| 7D | -1.7% | -5.4% | +3.7% | -0.2% |
| 30D | -2.2% | -7.8% | +5.6% | -0.3% |
| 3M | -3.7% | -6.9% | +3.2% | -2.3% |
| 6M | -6.3% | -12.2% | +5.8% | -3.7% |
| YTD | +4.5% | -21.1% | +25.6% | +10.4% |
| 1Y | +1.8% | -33.5% | +35.3% | +12.7% |
| 3Y | +46.8% | -43.2% | +90.0% | +68.3% |
| 5Y | +40.2% | -40.9% | +81.1% | +57.6% |
| All | +125.9% | -45.5% | +171.4% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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