-12.1%
CTSH vs Z
-55.4%
+43.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.2% |
| 7D | -0.6% | -4.6% | +4.0% | +0.2% |
| 30D | +13.4% | +8.3% | +5.1% | +11.0% |
| 3M | +14.4% | -11.6% | +26.0% | +17.0% |
| 6M | +27.7% | -33.6% | +61.4% | +38.0% |
| YTD | -20.6% | -56.7% | +36.1% | -7.3% |
| 1Y | -9.1% | -59.1% | +50.0% | +7.1% |
| 3Y | +3.1% | -20.4% | +23.5% | +2.9% |
| All | -12.1% | -55.4% | +43.4% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling