+68.2%
CRM vs BAM
+66.1%
+2.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -8.1% | -6.1% | -2.0% | -5.7% |
| 30D | +23.1% | -13.8% | +36.9% | +30.8% |
| 3M | +42.5% | +4.4% | +38.2% | +39.7% |
| 6M | +25.3% | +6.4% | +18.9% | +21.2% |
| YTD | -7.8% | -7.1% | -0.8% | -5.6% |
| 1Y | +1.0% | -11.8% | +12.8% | +5.3% |
| 3Y | +10.0% | +50.2% | -40.2% | -4.7% |
| All | +68.2% | +66.1% | +2.0% | +38.1% |
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 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