+86.8%
CHRW vs PAAS
+113.1%
-26.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.2% |
| 7D | -1.4% | -2.9% | +1.5% | -1.2% |
| 30D | -3.5% | +6.8% | -10.3% | -4.0% |
| 3M | -19.4% | -2.9% | -16.5% | -19.4% |
| 6M | -21.4% | -16.4% | -4.9% | -20.8% |
| YTD | -7.1% | 0.0% | -7.2% | -7.7% |
| 1Y | +17.8% | +54.3% | -36.5% | +13.8% |
| 3Y | +78.8% | +230.7% | -151.9% | +57.3% |
| All | +86.8% | +113.1% | -26.2% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 5y: compounded portfolio wealth divided by compounded PAAS 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…
5y analysis · Full analysis span regression · 6 months rolling