+34.8%
CTSH vs Z
-16.5%
+51.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.3% |
| 7D | -2.1% | +0.8% | -3.0% | -2.4% |
| 30D | +1.4% | +5.2% | -3.8% | 0.0% |
| 3M | +7.5% | -17.0% | +24.5% | +10.9% |
| 6M | +39.6% | -22.7% | +62.2% | +45.6% |
| YTD | -22.3% | -56.3% | +34.0% | -10.4% |
| 1Y | -12.0% | -57.7% | +45.7% | +2.0% |
| 3Y | +1.8% | -16.5% | +18.4% | +0.7% |
| 5Y | -15.8% | -53.4% | +37.6% | -11.4% |
| All | +34.8% | -16.5% | +51.3% | +13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling