+122.7%
CHRW vs AVAV
+358.8%
-236.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.3% |
| 7D | -3.4% | 0.0% | -3.4% | -3.5% |
| 30D | -9.4% | -9.9% | +0.6% | -8.7% |
| 3M | -12.6% | -34.7% | +22.1% | -9.4% |
| 6M | -24.2% | -26.6% | +2.5% | -23.0% |
| YTD | -18.9% | -48.9% | +30.1% | -15.6% |
| 1Y | -13.7% | -63.0% | +49.3% | -7.4% |
| 3Y | +72.6% | +1.6% | +71.0% | +58.3% |
| 5Y | +55.6% | +34.5% | +21.1% | +33.0% |
| 10Y | +122.7% | +359.3% | -236.5% | +58.8% |
| All | +122.7% | +358.8% | -236.0% | +58.8% |
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