+52.9%
CRL vs BAM
+88.1%
-35.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | -1.6% |
| 7D | -1.7% | +5.0% | -6.7% | -4.1% |
| 30D | +14.6% | +16.6% | -2.0% | +5.9% |
| 3M | +24.8% | +2.2% | +22.6% | +22.7% |
| 6M | +94.7% | +9.7% | +85.0% | +83.7% |
| YTD | +73.4% | +5.2% | +68.1% | +66.2% |
| 1Y | +104.7% | +3.9% | +100.7% | +97.2% |
| 3Y | +101.1% | +91.5% | +9.5% | +39.2% |
| All | +52.9% | +88.1% | -35.2% | +6.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling