-7.6%
CTSH vs ZETA
+84.8%
-92.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.4% | +2.4% |
| 7D | -0.9% | -5.0% | +4.1% | +0.4% |
| 30D | +13.1% | -3.3% | +16.4% | +13.8% |
| 3M | +17.9% | +31.0% | -13.1% | +8.9% |
| 6M | +28.5% | +72.2% | -43.7% | +8.9% |
| YTD | -19.3% | +56.2% | -75.5% | -31.5% |
| 1Y | -7.6% | +90.3% | -97.9% | -24.6% |
| All | -7.6% | +84.8% | -92.4% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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