+3.4%
CTSH vs ZCMD
-100.0%
+103.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -7.1% | +9.9% | +2.9% |
| 7D | -3.7% | -5.4% | +1.7% | -3.7% |
| 30D | +3.7% | -24.8% | +28.5% | +3.7% |
| 3M | +17.9% | -62.8% | +80.7% | +17.6% |
| 6M | -2.6% | -99.5% | +96.9% | +1.2% |
| YTD | -26.4% | -99.8% | +73.4% | -22.6% |
| 1Y | -13.0% | -99.9% | +86.9% | -7.3% |
| 3Y | -11.2% | -100.0% | +88.8% | -2.2% |
| 5Y | -14.3% | -100.0% | +85.7% | -5.5% |
| All | +3.4% | -100.0% | +103.4% | +26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling