+78.7%
ZTS vs CCI
+64.4%
+14.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.6% |
| 7D | -0.6% | +3.2% | -3.8% | -1.8% |
| 30D | +11.0% | +12.2% | -1.2% | +5.5% |
| 3M | +10.9% | +23.1% | -12.2% | +0.9% |
| 6M | +0.9% | +1.3% | -0.3% | -0.8% |
| YTD | -33.0% | +4.5% | -37.5% | -35.7% |
| 1Y | -29.6% | +2.3% | -31.9% | -32.0% |
| 3Y | -49.0% | +9.8% | -58.8% | -53.7% |
| 5Y | -59.5% | -36.5% | -23.0% | -52.1% |
| All | +78.7% | +64.4% | +14.3% | +54.5% |
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