+372.3%
CHRW vs AVAV
+397.6%
-25.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.6% |
| 7D | -0.1% | +9.9% | -9.9% | -1.5% |
| 30D | -4.3% | -5.4% | +1.1% | -3.9% |
| 3M | -7.4% | -36.5% | +29.1% | -2.3% |
| 6M | -20.7% | -25.3% | +4.6% | -19.3% |
| YTD | -15.9% | -48.6% | +32.7% | -11.5% |
| 1Y | -9.9% | -62.1% | +52.2% | -1.5% |
| 3Y | +79.0% | +2.3% | +76.7% | +61.1% |
| 5Y | +61.3% | +35.4% | +25.9% | +33.2% |
| 10Y | +128.5% | +345.1% | -216.5% | +40.6% |
| All | +372.3% | +397.6% | -25.3% | +153.0% |
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