-17.1%
CTSH vs ZS
-40.8%
+23.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.6% | -5.4% | -3.3% |
| 7D | -8.2% | -3.8% | -4.4% | -7.5% |
| 30D | +0.4% | -6.0% | +6.4% | +1.3% |
| 3M | +10.6% | +32.0% | -21.4% | +4.9% |
| 6M | -8.8% | +2.1% | -11.0% | -11.5% |
| YTD | -28.6% | -26.2% | -2.5% | -26.9% |
| 1Y | -15.9% | -41.2% | +25.2% | -11.0% |
| 3Y | -13.9% | +3.3% | -17.2% | -19.3% |
| 5Y | -17.1% | -40.7% | +23.6% | -20.9% |
| All | -17.1% | -40.8% | +23.7% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling