+124.0%
DUK vs CSGP
+44.3%
+79.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.6% |
| 7D | 0.0% | -4.1% | +4.0% | +0.5% |
| 30D | -1.7% | +2.3% | -4.0% | -2.2% |
| 3M | -0.4% | -8.2% | +7.7% | +0.4% |
| 6M | -7.2% | -35.1% | +27.8% | -2.0% |
| YTD | +5.3% | -54.0% | +59.3% | +16.5% |
| 1Y | +3.0% | -65.3% | +68.3% | +19.0% |
| 3Y | +53.1% | -62.6% | +115.6% | +72.2% |
| 5Y | +37.9% | -64.8% | +102.7% | +55.2% |
| All | +124.0% | +44.3% | +79.7% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling