-1.7%
CTSH vs ZM
+55.9%
-57.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.3% | -6.9% | -3.9% |
| 7D | -2.7% | +2.9% | -5.6% | -3.0% |
| 30D | +12.4% | +0.7% | +11.7% | +12.2% |
| 3M | +17.4% | -3.7% | +21.1% | +17.6% |
| 6M | -3.1% | +29.9% | -33.0% | -5.6% |
| YTD | -23.6% | +17.4% | -41.0% | -25.0% |
| 1Y | -10.8% | +22.4% | -33.2% | -12.9% |
| 3Y | -8.3% | +41.3% | -49.6% | -11.9% |
| 5Y | -11.3% | -66.0% | +54.7% | -15.3% |
| All | -1.7% | +55.9% | -57.6% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling