+63.5%
CHRW vs BAM
+85.9%
-22.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.3% | -2.5% |
| 7D | +0.6% | +9.7% | -9.1% | -1.2% |
| 30D | -7.3% | +19.0% | -26.3% | -10.4% |
| 3M | -14.2% | +0.6% | -14.7% | -14.5% |
| 6M | -25.1% | +11.1% | -36.2% | -27.0% |
| YTD | -21.2% | +4.2% | -25.3% | -22.4% |
| 1Y | -14.2% | +3.3% | -17.5% | -15.4% |
| 3Y | +63.5% | +88.8% | -25.2% | +39.5% |
| All | +63.5% | +85.9% | -22.4% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling