-11.3%
CTSH vs ZBRA
+36.8%
-48.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.8% | -1.0% | -3.3% |
| 7D | -5.5% | +2.6% | -8.0% | -6.0% |
| 30D | +4.5% | -6.4% | +10.9% | +5.9% |
| 3M | +13.7% | +51.3% | -37.5% | +3.0% |
| 6M | -8.4% | +60.5% | -68.9% | -18.6% |
| YTD | -26.5% | +45.2% | -71.7% | -33.4% |
| 1Y | -13.9% | +12.3% | -26.3% | -17.2% |
| All | -11.3% | +36.8% | -48.1% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling