+62.7%
ZETA vs CCI
-16.2%
+78.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -0.1% | -0.3% | +0.2% | 0.0% |
| 30D | +10.5% | +2.1% | +8.3% | +10.1% |
| 3M | +44.3% | -17.8% | +62.1% | +50.7% |
| 6M | +59.4% | -14.2% | +73.6% | +64.0% |
| YTD | +49.5% | -13.3% | +62.8% | +53.1% |
| 1Y | +62.7% | -16.6% | +79.3% | +73.0% |
| All | +62.7% | -16.2% | +78.9% | +73.0% |
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