-15.9%
CTSH vs ZETA
+63.2%
-79.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.6% |
| 7D | -8.2% | -0.1% | -8.1% | -8.2% |
| 30D | +0.4% | +10.5% | -10.1% | -2.2% |
| 3M | +10.6% | +44.3% | -33.7% | 0.0% |
| 6M | -8.8% | +59.4% | -68.2% | -20.6% |
| YTD | -28.6% | +49.5% | -78.1% | -37.8% |
| 1Y | -15.9% | +62.7% | -78.6% | -27.7% |
| All | -15.9% | +63.2% | -79.1% | -27.7% |
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