+3,715.3%
CHRW vs PAAS
+569.5%
+3,145.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.8% | +5.8% | +0.4% |
| 7D | -3.4% | +4.2% | -7.6% | -3.7% |
| 30D | -9.4% | -13.8% | +4.4% | -8.6% |
| 3M | -12.6% | -22.7% | +10.1% | -11.5% |
| 6M | -24.2% | -32.1% | +7.9% | -22.7% |
| YTD | -18.9% | -22.3% | +3.4% | -18.3% |
| 1Y | -13.7% | +7.7% | -21.3% | -14.9% |
| 3Y | +72.6% | +214.0% | -141.4% | +56.2% |
| 5Y | +55.6% | +63.2% | -7.7% | +45.2% |
| 10Y | +122.7% | +185.5% | -62.8% | +92.9% |
| All | +3,715.3% | +569.5% | +3,145.8% | +2,686.3% |
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