+771.5%
DUK vs CSGP
+3,294.4%
-2,522.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.7% | +2.9% | -1.4% |
| 7D | +0.3% | +1.3% | -1.0% | +0.2% |
| 30D | +10.6% | +10.7% | -0.1% | +9.4% |
| 3M | +4.0% | +3.3% | +0.8% | +3.4% |
| 6M | +3.6% | -10.3% | +13.9% | +4.0% |
| YTD | +11.9% | -54.6% | +66.4% | +18.8% |
| 1Y | +6.7% | -54.6% | +61.3% | +13.2% |
| 3Y | +59.4% | -60.3% | +119.8% | +70.0% |
| 5Y | +52.4% | -63.3% | +115.7% | +62.0% |
| 10Y | +148.2% | +66.5% | +81.7% | +131.9% |
| All | +771.5% | +3,294.4% | -2,522.9% | +610.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling