+2.6%
CTSH vs ZM
+39.9%
-37.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.3% |
| 7D | +1.8% | -1.0% | +2.8% | +1.9% |
| 30D | +9.8% | -7.0% | +16.8% | +10.5% |
| 3M | +12.1% | -15.2% | +27.3% | +13.9% |
| 6M | +27.4% | -16.8% | +44.2% | +29.4% |
| YTD | -20.3% | +5.4% | -25.6% | -21.0% |
| 1Y | -8.8% | +9.3% | -18.1% | -9.9% |
| 3Y | +4.0% | +46.5% | -42.4% | +0.2% |
| 5Y | -12.2% | -63.8% | +51.6% | -15.0% |
| All | +2.6% | +39.9% | -37.3% | -0.3% |
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