+2,541.1%
DUK vs CPB
+325.7%
+2,215.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.1% |
| 7D | 0.0% | -8.6% | +8.6% | +2.3% |
| 30D | -1.7% | -7.2% | +5.6% | +0.2% |
| 3M | -0.4% | +0.9% | -1.3% | -1.1% |
| 6M | -7.2% | -11.8% | +4.6% | -4.8% |
| YTD | +5.3% | -19.4% | +24.7% | +10.4% |
| 1Y | +3.0% | -30.4% | +33.3% | +12.1% |
| 3Y | +53.1% | -40.2% | +93.2% | +71.8% |
| 5Y | +37.9% | -39.5% | +77.4% | +53.2% |
| 10Y | +124.8% | -47.4% | +172.2% | +151.5% |
| All | +2,541.1% | +325.7% | +2,215.4% | +1,600.7% |
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