+62.7%
DUK vs CPNG
-76.2%
+138.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.0% | 0.0% |
| 7D | -0.7% | -1.1% | +0.4% | -0.7% |
| 30D | -2.4% | -7.4% | +4.9% | -2.4% |
| 3M | -3.0% | -12.3% | +9.4% | -3.0% |
| 6M | -6.6% | -19.4% | +12.9% | -6.5% |
| YTD | +4.6% | -35.9% | +40.5% | +4.8% |
| 1Y | +1.2% | -53.4% | +54.6% | +1.7% |
| 3Y | +45.7% | -20.0% | +65.7% | +45.2% |
| 5Y | +40.3% | -49.6% | +89.9% | +36.8% |
| All | +62.7% | -76.2% | +138.9% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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