+18.7%
CTSH vs ZBRA
+425.5%
-406.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -9.8% | -3.8% | -6.0% | -8.7% |
| 30D | +0.1% | -10.2% | +10.3% | +3.4% |
| 3M | +13.2% | +58.7% | -45.5% | -3.5% |
| 6M | -6.2% | +61.9% | -68.1% | -21.4% |
| YTD | -28.5% | +41.7% | -70.1% | -37.8% |
| 1Y | -13.8% | +12.4% | -26.1% | -19.6% |
| 3Y | -13.7% | +34.2% | -47.9% | -27.6% |
| 5Y | -16.7% | -40.8% | +24.1% | -10.7% |
| All | +18.7% | +425.5% | -406.8% | -23.4% |
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