+38.7%
CTSH vs AVAV
+358.8%
-320.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +2.5% |
| 7D | +1.8% | 0.0% | +1.9% | +1.5% |
| 30D | +9.8% | -9.9% | +19.7% | +10.5% |
| 3M | +12.1% | -34.7% | +46.8% | +17.1% |
| 6M | +27.4% | -26.6% | +54.0% | +29.4% |
| YTD | -20.3% | -48.9% | +28.7% | -16.5% |
| 1Y | -8.8% | -63.0% | +54.2% | -0.4% |
| 3Y | +4.0% | +1.6% | +2.5% | -7.6% |
| 5Y | -12.2% | +34.5% | -46.7% | -28.6% |
| 10Y | +38.7% | +359.3% | -320.6% | -0.1% |
| All | +38.7% | +358.8% | -320.0% | -0.1% |
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