+138.6%
CRH vs BAM
+67.8%
+70.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.2% |
| 7D | -3.6% | -3.9% | +0.3% | -1.7% |
| 30D | -10.8% | -8.8% | -2.0% | -6.8% |
| 3M | -13.5% | +2.2% | -15.7% | -14.6% |
| 6M | -15.4% | +5.9% | -21.4% | -18.0% |
| YTD | -27.6% | -6.1% | -21.5% | -25.9% |
| 1Y | -18.4% | -11.6% | -6.8% | -14.5% |
| 3Y | +72.5% | +51.7% | +20.8% | +41.1% |
| All | +138.6% | +67.8% | +70.8% | +85.1% |
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