+129.9%
CHRW vs AVAV
+315.4%
-185.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.3% |
| 7D | +7.3% | +4.2% | +3.1% | +6.8% |
| 30D | -3.6% | -2.6% | -1.0% | -3.6% |
| 3M | -9.6% | -38.0% | +28.4% | -5.7% |
| 6M | -17.0% | -27.0% | +10.0% | -15.8% |
| YTD | -15.4% | -51.4% | +36.0% | -11.6% |
| 1Y | -10.0% | -60.2% | +50.2% | -4.2% |
| 3Y | +82.2% | -6.7% | +88.8% | +68.7% |
| 5Y | +59.4% | +28.3% | +31.0% | +36.8% |
| All | +129.9% | +315.4% | -185.5% | +64.6% |
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