+3.0%
DUK vs CRS
+102.1%
-99.1%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -0.9% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -1.7% | -16.6% | +15.0% | -2.0% |
| 3M | -0.4% | -3.5% | +3.0% | -0.7% |
| 6M | -7.2% | +15.4% | -22.7% | -7.3% |
| YTD | +5.3% | +51.2% | -45.9% | +5.5% |
| 1Y | +3.0% | +98.3% | -95.3% | +4.9% |
| All | +3.0% | +102.1% | -99.1% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling