-20.4%
CTSH vs ZYBT
-58.4%
+38.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.2% | -2.9% |
| 7D | -8.2% | -3.7% | -4.5% | -8.2% |
| 30D | +0.4% | -12.8% | +13.2% | +0.4% |
| 3M | +10.6% | +76.2% | -65.6% | +10.5% |
| 6M | -8.8% | +109.3% | -118.1% | -9.5% |
| YTD | -28.6% | +36.5% | -65.1% | -28.7% |
| 1Y | -15.9% | -84.0% | +68.1% | -13.3% |
| All | -20.4% | -58.4% | +38.0% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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