+34.8%
CTSH vs ZBRA
+382.3%
-347.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.6% | -1.2% |
| 7D | -2.1% | +0.6% | -2.8% | -2.4% |
| 30D | +1.4% | -14.0% | +15.4% | +5.9% |
| 3M | +7.5% | -14.7% | +22.1% | +12.2% |
| 6M | +39.6% | +31.3% | +8.3% | +25.2% |
| YTD | -22.3% | +33.4% | -55.7% | -31.6% |
| 1Y | -12.0% | +34.1% | -46.1% | -22.6% |
| 3Y | +1.8% | +59.9% | -58.1% | -20.2% |
| 5Y | -15.8% | -45.3% | +29.4% | -7.6% |
| All | +34.8% | +382.3% | -347.5% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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