-0.2%
CTSH vs ZETA
+289.2%
-289.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.2% | -6.0% | +1.1% |
| 7D | +1.8% | +13.2% | -11.4% | 0.0% |
| 30D | +9.8% | +6.0% | +3.8% | +8.7% |
| 3M | +12.1% | +27.3% | -15.2% | +8.2% |
| 6M | +27.4% | +104.6% | -77.2% | +15.1% |
| YTD | -20.3% | +72.3% | -92.6% | -26.9% |
| 1Y | -8.8% | +76.3% | -85.1% | -16.8% |
| 3Y | +4.0% | +325.6% | -321.6% | -19.7% |
| 5Y | -12.2% | +254.2% | -266.4% | -34.0% |
| All | -0.2% | +289.2% | -289.4% | -26.5% |
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 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