+18.0%
CTSH vs AVTR
+1.7%
+16.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.2% |
| 7D | -2.7% | +2.7% | -5.4% | -3.4% |
| 30D | +12.4% | +12.1% | +0.3% | +8.9% |
| 3M | +17.4% | +57.2% | -39.9% | +3.6% |
| 6M | -3.1% | +73.1% | -76.1% | -17.0% |
| YTD | -23.6% | +30.6% | -54.2% | -29.6% |
| 1Y | -10.8% | +13.5% | -24.3% | -16.7% |
| 3Y | -8.3% | -31.0% | +22.7% | -4.9% |
| 5Y | -11.3% | -63.2% | +51.9% | +10.0% |
| All | +18.0% | +1.7% | +16.3% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling