+35.8%
CTSH vs AVAV
+361.4%
-325.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +10.5% | -13.2% | -3.9% |
| 7D | -0.6% | -10.6% | +10.0% | +0.4% |
| 30D | +13.4% | -18.8% | +32.2% | +15.6% |
| 3M | +14.4% | -34.1% | +48.5% | +19.3% |
| 6M | +27.7% | -35.3% | +63.1% | +31.8% |
| YTD | -20.6% | -53.4% | +32.8% | -15.9% |
| 1Y | -9.1% | -65.6% | +56.5% | 0.0% |
| 3Y | +3.1% | -5.1% | +8.1% | -7.6% |
| 5Y | -11.8% | +18.5% | -30.3% | -26.8% |
| All | +35.8% | +361.4% | -325.6% | +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