+42.4%
CHRW vs BAM
+90.5%
-48.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +2.4% |
| 7D | +0.2% | +5.3% | -5.0% | -0.9% |
| 30D | -9.4% | +18.1% | -27.5% | -12.5% |
| 3M | -13.3% | +4.2% | -17.5% | -14.2% |
| 6M | -24.2% | +11.1% | -35.2% | -26.3% |
| YTD | -18.9% | +6.6% | -25.5% | -20.6% |
| 1Y | -12.4% | +6.2% | -18.6% | -14.3% |
| 3Y | +72.2% | +95.0% | -22.8% | +42.1% |
| All | +42.4% | +90.5% | -48.1% | +16.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling