-16.2%
CTSH vs ZS
+517.5%
-533.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.5% | +0.9% | -2.9% |
| 7D | -2.7% | -7.8% | +5.1% | -1.5% |
| 30D | +12.4% | +5.0% | +7.3% | +11.4% |
| 3M | +17.4% | +25.5% | -8.2% | +13.3% |
| 6M | -3.1% | +8.7% | -11.8% | -6.1% |
| YTD | -23.6% | -24.5% | +0.9% | -22.3% |
| 1Y | -10.8% | -36.7% | +25.9% | -7.5% |
| 3Y | -8.3% | +7.2% | -15.5% | -12.9% |
| 5Y | -11.3% | -40.9% | +29.6% | -13.7% |
| All | -16.2% | +517.5% | -533.6% | -38.8% |
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