-13.3%
CTSH vs ZS
+604.7%
-618.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -2.1% | -13.7% | +11.6% | 0.0% |
| 30D | +8.0% | -14.2% | +22.1% | +10.0% |
| 3M | +10.6% | +8.5% | +2.1% | +8.3% |
| 6M | +32.5% | +30.2% | +2.3% | +24.5% |
| YTD | -21.0% | -13.8% | -7.1% | -21.7% |
| 1Y | -9.9% | -41.5% | +31.6% | -6.1% |
| 3Y | +3.1% | +10.7% | -7.6% | -3.3% |
| 5Y | -13.4% | -43.6% | +30.2% | -16.4% |
| All | -13.3% | +604.7% | -618.0% | -38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling