+39.6%
CTSH vs ZCMD
-99.7%
+139.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.7% |
| 7D | -2.1% | -7.7% | +5.6% | -2.3% |
| 30D | +1.4% | -34.8% | +36.2% | +0.7% |
| 3M | +7.5% | -56.3% | +63.8% | +6.3% |
| 6M | +39.6% | -99.7% | +139.2% | +37.5% |
| All | +39.6% | -99.7% | +139.2% | +37.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling