-50.1%
ZTS vs CCI
-16.2%
-33.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -3.8% | -0.3% | -3.5% | -3.7% |
| 30D | -2.0% | +2.1% | -4.2% | -2.3% |
| 3M | -10.2% | -17.8% | +7.6% | -8.1% |
| 6M | -39.4% | -14.2% | -25.2% | -38.5% |
| YTD | -40.8% | -13.3% | -27.5% | -40.2% |
| 1Y | -50.1% | -16.6% | -33.5% | -49.6% |
| All | -50.1% | -16.2% | -33.9% | -49.6% |
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