-2.1%
CTSH vs ZETA
+313.7%
-315.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.9% |
| 7D | -4.2% | +26.5% | -30.7% | -7.2% |
| 30D | +3.9% | +10.3% | -6.3% | +2.4% |
| 3M | +10.2% | +30.5% | -20.4% | +6.0% |
| 6M | +35.3% | +129.4% | -94.1% | +20.4% |
| YTD | -21.8% | +83.1% | -104.9% | -28.9% |
| 1Y | -12.1% | +82.1% | -94.2% | -20.3% |
| 3Y | +2.0% | +352.3% | -350.3% | -21.9% |
| 5Y | -15.3% | +293.1% | -308.4% | -36.9% |
| All | -2.1% | +313.7% | -315.8% | -28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling