+79.0%
DUK vs CTVA
+208.7%
-129.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -0.7% | -4.5% | +3.8% | +0.3% |
| 30D | -2.4% | +11.3% | -13.8% | -4.8% |
| 3M | -3.0% | +12.3% | -15.3% | -5.8% |
| 6M | -6.6% | +7.2% | -13.7% | -8.4% |
| YTD | +4.6% | +26.0% | -21.5% | -1.2% |
| 1Y | +1.2% | +16.0% | -14.8% | -2.8% |
| 3Y | +45.7% | +73.9% | -28.2% | +24.9% |
| 5Y | +40.3% | +103.8% | -63.5% | +13.3% |
| All | +79.0% | +208.7% | -129.7% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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