+723.1%
DUK vs CRL
+1,633.2%
-910.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | +8.9% | +11.9% | -3.0% | +7.0% |
| 3M | +5.6% | +20.2% | -14.6% | +2.7% |
| 6M | +7.0% | +107.5% | -100.6% | -3.3% |
| YTD | +14.0% | +69.4% | -55.4% | +5.1% |
| 1Y | +9.1% | +99.7% | -90.6% | -1.8% |
| 3Y | +67.6% | +98.8% | -31.2% | +45.9% |
| 5Y | +56.6% | -12.4% | +69.0% | +51.2% |
| 10Y | +159.8% | +352.9% | -193.1% | +88.4% |
| All | +723.1% | +1,633.2% | -910.1% | +363.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling