+58.8%
ZTS vs CCI
+17.8%
+41.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -3.8% | -0.3% | -3.5% | -3.7% |
| 30D | -2.0% | +2.1% | -4.2% | -2.9% |
| 3M | -10.2% | -17.8% | +7.6% | -2.9% |
| 6M | -39.4% | -14.2% | -25.2% | -36.0% |
| YTD | -40.8% | -13.3% | -27.5% | -38.2% |
| 1Y | -50.1% | -16.6% | -33.5% | -47.2% |
| 3Y | -58.9% | -10.8% | -48.1% | -59.0% |
| 5Y | -62.4% | -50.3% | -12.0% | -50.4% |
| 10Y | +58.8% | +22.5% | +36.3% | +57.1% |
| All | +58.8% | +17.8% | +41.0% | +57.1% |
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