-11.1%
CHRW vs BAM
+4.2%
-15.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.2% | -6.0% | -0.6% |
| 7D | +4.9% | +14.2% | -9.3% | +2.9% |
| 30D | -4.8% | +21.0% | -25.8% | -7.4% |
| 3M | -13.1% | +5.2% | -18.3% | -14.2% |
| 6M | -16.3% | +16.0% | -32.3% | -18.8% |
| YTD | -15.8% | +6.5% | -22.3% | -16.9% |
| 1Y | -11.1% | +4.4% | -15.5% | -11.9% |
| All | -11.1% | +4.2% | -15.4% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 1y: compounded portfolio wealth divided by compounded BAM 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…
1y analysis · Full analysis span regression · 6 months rolling