+34.8%
CTSH vs AVAV
+315.4%
-280.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.3% |
| 7D | -2.1% | +4.2% | -6.4% | -2.7% |
| 30D | +1.4% | -2.6% | +3.9% | +1.1% |
| 3M | +7.5% | -38.0% | +45.4% | +12.9% |
| 6M | +39.6% | -27.0% | +66.6% | +41.7% |
| YTD | -22.3% | -51.4% | +29.1% | -18.2% |
| 1Y | -12.0% | -60.2% | +48.3% | -5.0% |
| 3Y | +1.8% | -6.7% | +8.5% | -8.5% |
| 5Y | -15.8% | +28.3% | -44.1% | -31.3% |
| All | +34.8% | +315.4% | -280.6% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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