+286.1%
ZETA vs CCI
-11.1%
+297.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +41.1% |
| 6M | +67.1% | -14.8% | +81.9% | +72.1% |
| YTD | +54.1% | -12.6% | +66.7% | +57.3% |
| 1Y | +67.8% | -16.7% | +84.6% | +73.4% |
| All | +286.1% | -11.1% | +297.1% | +270.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling