+353.1%
CHRW vs AVAV
+308.3%
+44.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.8% | +5.7% | -2.8% |
| 7D | +0.7% | -24.3% | +25.0% | +4.3% |
| 30D | -5.0% | -28.9% | +23.9% | -0.9% |
| 3M | -16.1% | -39.3% | +23.2% | -10.9% |
| 6M | -22.6% | -38.8% | +16.1% | -19.1% |
| YTD | -19.3% | -57.8% | +38.5% | -12.7% |
| 1Y | -14.9% | -70.9% | +56.0% | -3.5% |
| 3Y | +68.0% | -14.8% | +82.8% | +55.1% |
| 5Y | +53.2% | +7.3% | +45.9% | +30.7% |
| 10Y | +134.8% | +325.3% | -190.5% | +44.3% |
| All | +353.1% | +308.3% | +44.8% | +149.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling