+90.3%
ZETA vs CCI
+7.6%
+82.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.5% | -3.8% | +1.8% |
| 7D | -5.0% | +5.0% | -10.0% | -5.6% |
| 30D | -3.3% | +36.4% | -39.7% | -7.4% |
| 3M | +31.0% | +20.4% | +10.6% | +28.1% |
| 6M | +72.2% | +4.9% | +67.3% | +72.9% |
| YTD | +56.2% | +7.8% | +48.4% | +56.1% |
| 1Y | +90.3% | +7.3% | +83.0% | +91.1% |
| All | +90.3% | +7.6% | +82.7% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 1y: compounded portfolio wealth divided by compounded CCI 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…
1y analysis · Full analysis span regression · 6 months rolling