-14.2%
CTSH vs ZS
+602.6%
-616.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -4.2% | -5.2% | +1.0% | -3.4% |
| 30D | +3.9% | -15.5% | +19.4% | +6.2% |
| 3M | +10.2% | +9.0% | +1.2% | +7.8% |
| 6M | +35.3% | +32.2% | +3.1% | +26.8% |
| YTD | -21.8% | -14.1% | -7.7% | -22.5% |
| 1Y | -12.1% | -39.1% | +26.9% | -9.0% |
| 3Y | +2.0% | +10.4% | -8.3% | -4.2% |
| 5Y | -15.3% | -44.6% | +29.4% | -18.0% |
| All | -14.2% | +602.6% | -616.8% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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