-10.6%
CTSH vs ZETA
+237.6%
-248.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.7% |
| 7D | -8.2% | -0.1% | -8.1% | -8.2% |
| 30D | +0.4% | +10.5% | -10.1% | -1.0% |
| 3M | +10.6% | +44.3% | -33.7% | +4.9% |
| 6M | -8.8% | +59.4% | -68.2% | -14.9% |
| YTD | -28.6% | +49.5% | -78.1% | -33.1% |
| 1Y | -15.9% | +62.7% | -78.6% | -22.5% |
| 3Y | -13.9% | +274.6% | -288.5% | -32.3% |
| 5Y | -17.1% | +349.3% | -366.4% | -36.7% |
| All | -10.6% | +237.6% | -248.3% | -32.8% |
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