+34.1%
CTSH vs AVAV
+315.4%
-281.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.6% | -0.9% |
| 7D | -2.6% | +4.2% | -6.9% | -3.2% |
| 30D | +0.9% | -2.6% | +3.4% | +0.6% |
| 3M | +6.9% | -38.0% | +44.9% | +12.3% |
| 6M | +38.8% | -27.0% | +65.8% | +41.0% |
| YTD | -22.7% | -51.4% | +28.7% | -18.6% |
| 1Y | -12.4% | -60.2% | +47.8% | -5.5% |
| 3Y | +1.3% | -6.7% | +7.9% | -9.0% |
| 5Y | -16.3% | +28.3% | -44.6% | -31.6% |
| All | +34.1% | +315.4% | -281.3% | -5.7% |
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