+136.5%
CRH vs BAM
+66.2%
+70.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -6.1% | -6.6% | +0.5% | -2.8% |
| 30D | -9.3% | -12.4% | +3.2% | -3.2% |
| 3M | -15.2% | +2.4% | -17.6% | -16.3% |
| 6M | -14.2% | +7.9% | -22.1% | -17.5% |
| YTD | -28.3% | -7.0% | -21.2% | -26.2% |
| 1Y | -21.8% | -13.4% | -8.4% | -17.3% |
| 3Y | +71.6% | +46.9% | +24.8% | +42.0% |
| All | +136.5% | +66.2% | +70.3% | +84.3% |
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