+45.7%
DUK vs ZCMD
-100.0%
+145.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.1% | +7.1% | 0.0% |
| 7D | -0.7% | -5.4% | +4.8% | -0.7% |
| 30D | -2.4% | -24.8% | +22.3% | -2.5% |
| 3M | -3.0% | -62.8% | +59.8% | -2.8% |
| 6M | -6.6% | -99.5% | +93.0% | -5.7% |
| YTD | +4.6% | -99.8% | +104.3% | +5.3% |
| 1Y | +1.2% | -99.9% | +101.1% | +1.9% |
| 3Y | +45.7% | -100.0% | +145.7% | +45.4% |
| All | +45.7% | -100.0% | +145.7% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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