+16.2%
CTSH vs Z
+10.9%
+5.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.8% | -5.5% | -2.5% |
| 7D | -2.3% | -5.2% | +2.9% | -1.5% |
| 30D | +7.4% | +5.7% | +1.7% | +5.9% |
| 3M | +10.9% | -8.7% | +19.7% | +12.4% |
| 6M | +24.7% | -26.0% | +50.6% | +31.2% |
| YTD | -22.0% | -55.0% | +33.1% | -10.4% |
| 1Y | -11.2% | -58.0% | +46.8% | +3.1% |
| 3Y | +3.9% | -15.2% | +19.0% | +2.5% |
| 5Y | -13.9% | -53.8% | +39.9% | -9.2% |
| 10Y | +37.8% | -14.5% | +52.3% | +12.5% |
| All | +16.2% | +10.9% | +5.2% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling