+142.3%
DUK vs CSGP
+63.3%
+79.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.7% | +2.9% | -1.1% |
| 7D | +0.3% | +1.3% | -1.0% | +0.1% |
| 30D | +10.6% | +10.7% | -0.1% | +8.8% |
| 3M | +4.0% | +3.3% | +0.8% | +3.0% |
| 6M | +3.6% | -10.3% | +13.9% | +4.3% |
| YTD | +11.9% | -54.6% | +66.4% | +23.5% |
| 1Y | +6.7% | -54.6% | +61.3% | +17.6% |
| 3Y | +59.4% | -60.3% | +119.8% | +76.7% |
| 5Y | +52.4% | -63.3% | +115.7% | +69.3% |
| All | +142.3% | +63.3% | +79.0% | +143.3% |
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