-8.1%
CTSH vs ZM
+48.0%
-56.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | -8.2% | +0.3% | -8.5% | -8.2% |
| 30D | +0.4% | -10.3% | +10.7% | +1.5% |
| 3M | +10.6% | -0.7% | +11.3% | +10.6% |
| 6M | -8.8% | +24.8% | -33.6% | -10.8% |
| YTD | -28.6% | +11.5% | -40.1% | -29.6% |
| 1Y | -15.9% | +12.3% | -28.3% | -17.2% |
| 3Y | -13.9% | +33.5% | -47.4% | -16.7% |
| 5Y | -17.1% | -67.5% | +50.4% | -20.4% |
| All | -8.1% | +48.0% | -56.1% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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