-4.3%
CTSH vs ZETA
+247.9%
-252.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | -3.1% |
| 7D | -2.7% | +2.7% | -5.4% | -3.1% |
| 30D | +12.4% | +15.8% | -3.4% | +10.1% |
| 3M | +17.4% | +35.4% | -18.1% | +12.2% |
| 6M | -3.1% | +67.1% | -70.2% | -10.1% |
| YTD | -23.6% | +54.1% | -77.6% | -28.7% |
| 1Y | -10.8% | +67.8% | -78.7% | -18.1% |
| 3Y | -8.3% | +311.4% | -319.7% | -28.8% |
| 5Y | -11.3% | +324.8% | -336.1% | -32.6% |
| All | -4.3% | +247.9% | -252.3% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling