+270.0%
CTSH vs AVAV
+308.3%
-38.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.8% | +11.0% | +2.8% |
| 7D | +6.4% | -24.3% | +30.7% | +11.2% |
| 30D | +16.3% | -28.9% | +45.2% | +22.4% |
| 3M | +20.0% | -39.3% | +59.2% | +29.3% |
| 6M | +29.9% | -38.8% | +68.7% | +37.1% |
| YTD | -18.4% | -57.8% | +39.4% | -10.1% |
| 1Y | -8.9% | -70.9% | +62.0% | +7.0% |
| 3Y | +6.0% | -14.8% | +20.8% | -5.7% |
| 5Y | -9.3% | +7.3% | -16.6% | -27.2% |
| 10Y | +46.7% | +325.3% | -278.6% | -24.0% |
| All | +270.0% | +308.3% | -38.3% | +56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling