+720.0%
DUK vs CSGP
+3,334.4%
-2,614.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.8% |
| 7D | 0.0% | -4.1% | +4.0% | +0.3% |
| 30D | -1.7% | +2.3% | -4.0% | -2.0% |
| 3M | -0.4% | -8.2% | +7.7% | +0.1% |
| 6M | -7.2% | -35.1% | +27.8% | -4.0% |
| YTD | +5.3% | -54.0% | +59.3% | +11.9% |
| 1Y | +3.0% | -65.3% | +68.3% | +12.1% |
| 3Y | +53.1% | -62.6% | +115.6% | +64.3% |
| 5Y | +37.9% | -64.8% | +102.7% | +47.4% |
| 10Y | +124.8% | +45.1% | +79.7% | +112.7% |
| All | +720.0% | +3,334.4% | -2,614.5% | +569.7% |
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