-58.7%
ZTS vs CCI
-10.9%
-47.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | -4.8% | +0.2% | -4.9% | -4.8% |
| 30D | +1.2% | +0.5% | +0.7% | +1.1% |
| 3M | -6.0% | -16.3% | +10.2% | -1.8% |
| 6M | -38.7% | -13.9% | -24.8% | -36.6% |
| YTD | -40.6% | -12.4% | -28.2% | -39.1% |
| 1Y | -50.6% | -15.2% | -35.4% | -48.9% |
| 3Y | -58.7% | -9.9% | -48.9% | -58.1% |
| All | -58.7% | -10.9% | -47.9% | -58.1% |
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 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