-7.6%
CTSH vs ZCMD
-99.9%
+92.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.0% | +6.1% | +3.0% |
| 7D | -0.9% | -13.3% | +12.5% | -1.1% |
| 30D | +13.1% | -49.6% | +62.7% | +12.0% |
| 3M | +17.9% | -54.6% | +72.5% | +16.9% |
| 6M | +28.5% | -99.8% | +128.3% | +28.8% |
| YTD | -19.3% | -99.9% | +80.5% | -17.2% |
| 1Y | -7.6% | -99.9% | +92.3% | -0.7% |
| All | -7.6% | -99.9% | +92.3% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling