+54.2%
DUK vs CPB
-33.9%
+88.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | -0.6% | -4.1% | +3.5% | +0.4% |
| 30D | +9.4% | +16.9% | -7.5% | +5.1% |
| 3M | +5.4% | -0.6% | +6.0% | +5.1% |
| 6M | +4.9% | +11.4% | -6.5% | +1.3% |
| YTD | +12.7% | -14.8% | +27.6% | +16.5% |
| 1Y | +7.8% | -24.8% | +32.5% | +15.3% |
| 3Y | +63.3% | -36.6% | +99.9% | +81.7% |
| 5Y | +54.2% | -33.3% | +87.6% | +60.2% |
| All | +54.2% | -33.9% | +88.1% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling