+37.8%
CTSH vs AVAV
+423.1%
-385.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +12.6% | -14.3% | -3.1% |
| 7D | -2.3% | +3.2% | -5.4% | -2.9% |
| 30D | +7.4% | -7.4% | +14.8% | +7.8% |
| 3M | +10.9% | -32.0% | +42.9% | +15.3% |
| 6M | +24.7% | -24.6% | +49.2% | +26.2% |
| YTD | -22.0% | -47.5% | +25.5% | -18.5% |
| 1Y | -11.2% | -61.5% | +50.3% | -3.5% |
| 3Y | +3.9% | +5.5% | -1.6% | -8.2% |
| 5Y | -13.9% | +35.7% | -49.7% | -30.0% |
| 10Y | +37.8% | +379.1% | -341.3% | -0.7% |
| All | +37.8% | +423.1% | -385.3% | -0.7% |
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