-11.1%
CHRW vs AVAV
-68.0%
+56.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.3% | +8.6% | +0.6% |
| 7D | +4.9% | -10.1% | +15.0% | +5.4% |
| 30D | -4.8% | -18.7% | +13.9% | -3.9% |
| 3M | -13.1% | -33.0% | +19.9% | -11.6% |
| 6M | -16.3% | -37.2% | +20.8% | -15.1% |
| YTD | -15.8% | -53.2% | +37.4% | -13.6% |
| 1Y | -11.1% | -69.0% | +57.8% | -5.3% |
| All | -11.1% | -68.0% | +56.9% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling