+4,266.9%
CHRW vs PAAS
+761.7%
+3,505.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.5% |
| 6M | -21.4% | -16.4% | -4.9% | -20.9% |
| YTD | -7.1% | 0.0% | -7.2% | -7.8% |
| 1Y | +17.8% | +54.3% | -36.5% | +13.6% |
| 3Y | +78.8% | +230.7% | -151.9% | +61.5% |
| 5Y | +83.5% | +111.6% | -28.1% | +68.8% |
| 10Y | +160.2% | +211.7% | -51.5% | +124.5% |
| All | +4,266.9% | +761.7% | +3,505.2% | +3,043.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling