+162.6%
DUK vs CPB
-38.9%
+201.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +0.4% |
| 7D | +1.9% | -1.6% | +3.5% | +2.4% |
| 30D | +8.9% | +19.2% | -10.3% | +3.7% |
| 3M | +5.6% | -0.9% | +6.5% | +5.4% |
| 6M | +7.0% | +15.2% | -8.3% | +2.2% |
| YTD | +14.0% | -13.1% | +27.1% | +17.1% |
| 1Y | +9.1% | -22.4% | +31.5% | +15.6% |
| 3Y | +67.6% | -35.3% | +102.9% | +84.8% |
| 5Y | +56.6% | -33.0% | +89.6% | +69.7% |
| All | +162.6% | -38.9% | +201.5% | +171.8% |
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