+45.7%
DUK vs CRS
+612.2%
-566.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | 0.0% |
| 7D | -0.7% | -6.8% | +6.1% | -0.7% |
| 30D | -2.4% | -16.1% | +13.7% | -2.6% |
| 3M | -3.0% | -21.2% | +18.2% | -3.2% |
| 6M | -6.6% | +8.7% | -15.2% | -6.7% |
| YTD | +4.6% | +41.0% | -36.4% | +4.5% |
| 1Y | +1.2% | +82.7% | -81.4% | +1.3% |
| 3Y | +45.7% | +604.8% | -559.1% | +29.3% |
| All | +45.7% | +612.2% | -566.6% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling