+205.7%
ZTS vs CCI
+115.7%
+90.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.2% | +0.5% |
| 7D | +5.6% | +2.5% | +3.0% | +4.5% |
| 30D | +12.1% | +14.4% | -2.3% | +6.0% |
| 3M | +11.3% | +21.7% | -10.4% | +2.2% |
| 6M | +14.3% | +4.0% | +10.3% | +11.2% |
| YTD | -31.9% | +6.2% | -38.1% | -35.0% |
| 1Y | -29.3% | +5.4% | -34.7% | -32.3% |
| 3Y | -48.0% | +11.7% | -59.8% | -52.7% |
| 5Y | -58.9% | -35.6% | -23.3% | -52.5% |
| 10Y | +81.7% | +68.7% | +12.9% | +50.8% |
| All | +205.7% | +115.7% | +90.0% | +137.0% |
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