+67.4%
CHRW vs AVAV
-14.7%
+82.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.8% | +5.7% | -3.7% |
| 7D | +0.7% | -24.3% | +25.0% | +2.0% |
| 30D | -5.0% | -28.9% | +23.9% | -3.5% |
| 3M | -16.1% | -39.3% | +23.2% | -14.3% |
| 6M | -22.6% | -38.8% | +16.1% | -21.4% |
| YTD | -19.3% | -57.8% | +38.5% | -17.0% |
| 1Y | -14.9% | -70.9% | +56.0% | -11.3% |
| All | +67.4% | -14.7% | +82.1% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling