-2.3%
CTSH vs ZETA
+259.8%
-262.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.5% | -6.2% | -2.3% |
| 7D | -2.3% | +6.2% | -8.5% | -3.2% |
| 30D | +7.4% | -2.0% | +9.5% | +7.5% |
| 3M | +10.9% | +21.7% | -10.8% | +7.7% |
| 6M | +24.7% | +89.1% | -64.5% | +13.8% |
| YTD | -22.0% | +59.3% | -81.3% | -27.7% |
| 1Y | -11.2% | +66.2% | -77.3% | -18.3% |
| 3Y | +3.9% | +297.3% | -293.5% | -19.1% |
| 5Y | -13.9% | +227.5% | -241.4% | -34.7% |
| All | -2.3% | +259.8% | -262.2% | -27.3% |
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