+312.3%
ZETA vs CCI
-40.0%
+352.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -2.9% | -2.0% |
| 7D | +18.1% | +2.5% | +15.6% | +17.2% |
| 30D | +13.6% | +14.4% | -0.9% | +8.8% |
| 3M | +23.7% | +21.7% | +2.1% | +15.9% |
| 6M | +128.5% | +4.0% | +124.5% | +124.4% |
| YTD | +80.1% | +6.2% | +73.9% | +74.2% |
| 1Y | +98.0% | +5.4% | +92.6% | +92.1% |
| 3Y | +348.6% | +11.7% | +336.9% | +306.2% |
| 5Y | +286.6% | -35.6% | +322.2% | +362.3% |
| All | +312.3% | -40.0% | +352.2% | +373.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling