-13.7%
CHRW vs AVAV
-63.5%
+49.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.1% |
| 7D | -3.4% | 0.0% | -3.4% | -3.5% |
| 30D | -9.4% | -9.9% | +0.6% | -9.0% |
| 3M | -12.6% | -34.7% | +22.1% | -11.2% |
| 6M | -24.2% | -26.6% | +2.5% | -23.7% |
| YTD | -18.9% | -48.9% | +30.1% | -16.8% |
| 1Y | -13.7% | -63.0% | +49.3% | -13.3% |
| All | -13.7% | -63.5% | +49.8% | -13.3% |
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