+67.8%
ZETA vs CCI
-18.8%
+86.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.7% |
| 7D | +2.7% | -0.4% | +3.1% | +2.8% |
| 30D | +15.8% | +2.7% | +13.1% | +15.2% |
| 3M | +35.4% | -18.2% | +53.6% | +41.8% |
| 6M | +67.1% | -14.8% | +81.9% | +72.3% |
| YTD | +54.1% | -12.6% | +66.7% | +57.6% |
| 1Y | +67.8% | -16.7% | +84.6% | +78.9% |
| All | +67.8% | -18.8% | +86.6% | +78.9% |
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