+58.5%
CHRW vs PAAS
+57.4%
+1.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.1% | +3.8% |
| 7D | -0.1% | -5.2% | +5.1% | +0.3% |
| 30D | -4.3% | -13.9% | +9.6% | -3.5% |
| 3M | -7.4% | -23.8% | +16.4% | -6.2% |
| 6M | -20.7% | -36.4% | +15.7% | -18.8% |
| YTD | -15.9% | -23.4% | +7.5% | -15.2% |
| 1Y | -9.9% | +5.6% | -15.5% | -11.0% |
| 3Y | +79.0% | +209.7% | -130.7% | +55.4% |
| All | +58.5% | +57.4% | +1.1% | +45.4% |
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