+2,732.7%
DUK vs CPB
+355.6%
+2,377.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +1.0% |
| 7D | +1.9% | +2.9% | -0.9% | +1.1% |
| 30D | +10.5% | +17.6% | -7.1% | +5.7% |
| 3M | +7.3% | +2.0% | +5.3% | +6.3% |
| 6M | +5.7% | +11.6% | -6.0% | +1.8% |
| YTD | +12.9% | -13.8% | +26.6% | +16.0% |
| 1Y | +8.6% | -21.6% | +30.1% | +14.4% |
| 3Y | +63.5% | -35.8% | +99.3% | +79.8% |
| 5Y | +52.4% | -33.3% | +85.6% | +64.5% |
| 10Y | +157.4% | -39.4% | +196.9% | +176.6% |
| All | +2,732.7% | +355.6% | +2,377.1% | +1,686.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling