+78.2%
CHRW vs BAM
+61.4%
+16.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -1.4% | -2.0% | +0.6% | -1.0% |
| 30D | -3.5% | -2.9% | -0.5% | -3.0% |
| 3M | -19.4% | +9.4% | -28.8% | -21.1% |
| 6M | -21.4% | +10.8% | -32.1% | -23.5% |
| YTD | -7.1% | -0.4% | -6.7% | -7.6% |
| 1Y | +17.8% | -10.9% | +28.7% | +19.9% |
| All | +78.2% | +61.4% | +16.8% | +58.6% |
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