+99.0%
CRBG vs BAM
+66.2%
+32.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.6% | -6.6% | +7.2% | +4.8% |
| 30D | +2.6% | -12.4% | +15.1% | +11.0% |
| 3M | +24.0% | +2.4% | +21.6% | +21.4% |
| 6M | +50.5% | +7.9% | +42.6% | +42.5% |
| YTD | +17.1% | -7.0% | +24.2% | +21.3% |
| 1Y | +5.9% | -13.4% | +19.3% | +13.9% |
| 3Y | +122.7% | +46.9% | +75.9% | +81.0% |
| All | +99.0% | +66.2% | +32.8% | +48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling