+40.2%
DUK vs CRL
-38.6%
+78.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.8% |
| 7D | -1.7% | -6.9% | +5.3% | -1.5% |
| 30D | -2.2% | -3.2% | +0.9% | -2.2% |
| 3M | -3.7% | +46.5% | -50.2% | -4.8% |
| 6M | -6.3% | +63.1% | -69.5% | -7.8% |
| YTD | +4.5% | +36.9% | -32.3% | +3.4% |
| 1Y | +1.8% | +78.1% | -76.3% | -0.5% |
| 3Y | +46.8% | +36.7% | +10.1% | +43.9% |
| 5Y | +40.2% | -38.1% | +78.3% | +39.3% |
| All | +40.2% | -38.6% | +78.8% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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