+294.5%
ZETA vs CCI
-41.0%
+335.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.7% | +6.4% | +7.7% |
| 7D | +13.2% | +3.2% | +10.0% | +12.1% |
| 30D | +6.0% | +12.2% | -6.2% | +2.1% |
| 3M | +27.3% | +23.1% | +4.2% | +18.8% |
| 6M | +104.6% | +1.3% | +103.4% | +102.7% |
| YTD | +72.3% | +4.5% | +67.9% | +67.5% |
| 1Y | +76.3% | +2.3% | +74.0% | +72.9% |
| 3Y | +325.6% | +9.8% | +315.8% | +287.5% |
| 5Y | +254.2% | -36.5% | +290.8% | +326.3% |
| All | +294.5% | -41.0% | +335.4% | +355.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling