+67.6%
DUK vs CSGP
-60.9%
+128.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +1.1% |
| 7D | +1.9% | +1.3% | +0.6% | +1.8% |
| 30D | +8.9% | +2.8% | +6.1% | +8.7% |
| 3M | +5.6% | -6.3% | +11.9% | +5.7% |
| 6M | +7.0% | -3.2% | +10.1% | +6.9% |
| YTD | +14.0% | -54.0% | +68.0% | +18.3% |
| 1Y | +9.1% | -54.8% | +63.9% | +13.3% |
| 3Y | +67.6% | -60.6% | +128.2% | +71.8% |
| All | +67.6% | -60.9% | +128.5% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling