+13.8%
CTSH vs Z
+25.1%
-11.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -3.2% |
| 7D | -2.7% | -3.0% | +0.3% | -2.1% |
| 30D | +12.4% | -4.2% | +16.5% | +13.1% |
| 3M | +17.4% | -3.7% | +21.1% | +18.0% |
| 6M | -3.1% | -24.5% | +21.4% | +1.6% |
| YTD | -23.6% | -49.3% | +25.7% | -13.9% |
| 1Y | -10.8% | -58.7% | +47.8% | +3.8% |
| 3Y | -8.3% | -34.1% | +25.8% | -5.1% |
| 5Y | -11.3% | -64.5% | +53.2% | -3.0% |
| 10Y | +22.6% | -0.5% | +23.1% | -2.3% |
| All | +13.8% | +25.1% | -11.3% | -14.9% |
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