+22.0%
CTSH vs AVAV
+479.1%
-457.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -3.4% |
| 7D | -2.7% | -2.2% | -0.5% | -2.4% |
| 30D | +12.4% | -13.9% | +26.3% | +14.2% |
| 3M | +17.4% | -29.2% | +46.6% | +21.2% |
| 6M | -3.1% | -36.1% | +33.1% | +0.7% |
| YTD | -23.6% | -40.2% | +16.6% | -20.9% |
| 1Y | -10.8% | -36.2% | +25.4% | -9.5% |
| 3Y | -8.3% | +47.5% | -55.8% | -22.7% |
| 5Y | -11.3% | +39.3% | -50.6% | -27.2% |
| All | +22.0% | +479.1% | -457.1% | -16.1% |
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