+421.4%
CHRW vs AVAV
+478.6%
-57.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.3% |
| 7D | -1.4% | -2.2% | +0.8% | -1.1% |
| 30D | -3.5% | -13.9% | +10.5% | -1.8% |
| 3M | -19.4% | -29.2% | +9.8% | -16.6% |
| 6M | -21.4% | -36.1% | +14.8% | -18.2% |
| YTD | -7.1% | -40.2% | +33.1% | -3.7% |
| 1Y | +17.8% | -36.2% | +54.0% | +19.7% |
| 3Y | +78.8% | +47.5% | +31.3% | +52.5% |
| 5Y | +83.5% | +39.3% | +44.2% | +52.0% |
| 10Y | +160.2% | +482.6% | -322.3% | +54.1% |
| All | +421.4% | +478.6% | -57.2% | +175.0% |
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