+126.0%
DUK vs CTAS
+687.6%
-561.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.5% |
| 7D | -0.7% | +0.5% | -1.2% | -0.8% |
| 30D | -2.4% | -0.7% | -1.7% | -2.2% |
| 3M | -3.0% | +11.1% | -14.1% | -6.5% |
| 6M | -6.6% | +2.1% | -8.7% | -7.6% |
| YTD | +4.6% | +8.0% | -3.4% | +1.4% |
| 1Y | +1.2% | -0.5% | +1.7% | +0.7% |
| 3Y | +45.7% | +66.2% | -20.5% | +19.3% |
| 5Y | +40.3% | +109.2% | -68.9% | +4.7% |
| All | +126.0% | +687.6% | -561.6% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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