+30.9%
DUK vs CRBG
+118.1%
-87.2%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.0% | +1.0% | -2.0% | -1.0% |
| 30D | -4.0% | +1.0% | -4.9% | -4.0% |
| 3M | -3.9% | +22.1% | -26.0% | -4.9% |
| 6M | -9.0% | +51.0% | -60.1% | -11.0% |
| YTD | +4.2% | +17.6% | -13.4% | +3.2% |
| 1Y | +1.0% | +8.0% | -6.9% | +0.6% |
| 3Y | +39.6% | +118.0% | -78.4% | +24.1% |
| All | +30.9% | +118.1% | -87.2% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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