+22.5%
CTSH vs Z
-7.0%
+29.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.4% | +2.6% | -2.6% |
| 7D | -5.5% | -3.3% | -2.2% | -4.9% |
| 30D | +4.5% | -3.7% | +8.2% | +5.2% |
| 3M | +13.7% | -7.0% | +20.7% | +15.2% |
| 6M | -8.4% | -29.5% | +21.1% | -2.7% |
| YTD | -26.5% | -52.6% | +26.1% | -16.1% |
| 1Y | -13.9% | -64.0% | +50.1% | +2.9% |
| 3Y | -11.3% | -36.4% | +25.1% | -7.5% |
| 5Y | -14.8% | -65.8% | +50.9% | -6.2% |
| 10Y | +22.5% | -5.8% | +28.3% | 0.0% |
| All | +22.5% | -7.0% | +29.5% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded Z 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling