+77.1%
ZETA vs CCI
+1.8%
+75.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.7% | +6.4% | +7.9% |
| 7D | +13.2% | +3.2% | +10.0% | +12.8% |
| 30D | +6.0% | +12.2% | -6.2% | +4.3% |
| 3M | +27.3% | +23.1% | +4.2% | +23.9% |
| 6M | +104.6% | +1.3% | +103.4% | +106.5% |
| YTD | +72.3% | +4.5% | +67.9% | +73.9% |
| All | +77.1% | +1.8% | +75.4% | +92.4% |
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