-14.8%
CTSH vs ZM
-67.8%
+53.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.8% | +1.0% | -2.6% |
| 7D | -5.5% | +1.6% | -7.1% | -5.9% |
| 30D | +4.5% | -7.7% | +12.2% | +6.5% |
| 3M | +13.7% | -4.7% | +18.4% | +14.8% |
| 6M | -8.4% | +24.4% | -32.8% | -13.8% |
| YTD | -26.5% | +11.8% | -38.3% | -29.4% |
| 1Y | -13.9% | +13.4% | -27.3% | -17.8% |
| 3Y | -11.3% | +33.8% | -45.2% | -20.0% |
| 5Y | -14.8% | -67.2% | +52.3% | -12.9% |
| All | -14.8% | -67.8% | +53.0% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling