+71.4%
CRM vs BAM
+66.2%
+5.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -4.4% | -6.6% | +2.2% | -1.7% |
| 30D | +28.1% | -12.4% | +40.6% | +35.3% |
| 3M | +48.8% | +2.4% | +46.5% | +47.1% |
| 6M | +28.3% | +7.9% | +20.3% | +23.3% |
| YTD | -6.0% | -7.0% | +1.0% | -3.8% |
| 1Y | +1.4% | -13.4% | +14.8% | +6.5% |
| 3Y | +11.8% | +46.9% | -35.0% | -2.5% |
| All | +71.4% | +66.2% | +5.2% | +40.8% |
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