+56.5%
DUK vs ZCMD
-100.0%
+156.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -0.7% |
| 7D | -0.1% | -4.1% | +4.0% | -0.1% |
| 30D | +0.2% | -22.7% | +23.0% | +0.3% |
| 3M | -1.9% | -62.5% | +60.6% | -1.8% |
| 6M | -6.5% | -99.5% | +92.9% | -5.2% |
| YTD | +5.4% | -99.7% | +105.2% | +7.0% |
| 1Y | +3.6% | -99.9% | +103.4% | +5.3% |
| 3Y | +48.1% | -100.0% | +148.1% | +52.2% |
| 5Y | +39.6% | -100.0% | +139.6% | +43.4% |
| All | +56.5% | -100.0% | +156.5% | +66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling