+25.0%
CARR vs BAM
+88.1%
-63.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.1% |
| 7D | -4.3% | +5.0% | -9.2% | -6.3% |
| 30D | -4.2% | +16.6% | -20.8% | -10.4% |
| 3M | -16.1% | +2.2% | -18.3% | -17.2% |
| 6M | -20.1% | +9.7% | -29.7% | -23.7% |
| YTD | +1.9% | +5.2% | -3.3% | -1.7% |
| 1Y | -6.1% | +3.9% | -10.0% | -9.1% |
| 3Y | +7.3% | +91.5% | -84.3% | -21.3% |
| All | +25.0% | +88.1% | -63.1% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling