-14.8%
CTSH vs AVTR
-63.6%
+48.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.9% | -5.7% | -4.3% |
| 7D | -5.5% | +7.4% | -12.9% | -7.1% |
| 30D | +4.5% | +12.2% | -7.7% | +1.7% |
| 3M | +13.7% | +57.4% | -43.6% | +2.6% |
| 6M | -8.4% | +86.7% | -95.1% | -20.6% |
| YTD | -26.5% | +33.1% | -59.6% | -31.6% |
| 1Y | -13.9% | +16.1% | -30.1% | -19.4% |
| 3Y | -11.3% | -24.6% | +13.3% | -11.1% |
| 5Y | -14.8% | -63.5% | +48.6% | +2.8% |
| All | -14.8% | -63.6% | +48.7% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 5y: compounded portfolio wealth divided by compounded AVTR 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…
5y analysis · Full analysis span regression · 6 months rolling