-17.1%
CTSH vs ZCMD
-100.0%
+82.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.0% | -6.9% | -2.8% |
| 7D | -8.2% | -4.1% | -4.1% | -8.2% |
| 30D | +0.4% | -22.7% | +23.1% | +0.3% |
| 3M | +10.6% | -62.5% | +73.1% | +10.8% |
| 6M | -8.8% | -99.5% | +90.6% | -6.8% |
| YTD | -28.6% | -99.7% | +71.1% | -26.4% |
| 1Y | -15.9% | -99.9% | +84.0% | -12.7% |
| 3Y | -13.9% | -100.0% | +86.1% | -10.0% |
| 5Y | -17.1% | -100.0% | +82.9% | -13.8% |
| All | -17.1% | -100.0% | +82.9% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling