-4.5%
CRS vs BAM
+4.2%
-8.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.2% | -7.8% | -2.2% |
| 7D | +4.3% | +14.2% | -9.9% | +2.7% |
| 30D | -25.5% | +21.0% | -46.5% | -27.3% |
| 3M | -48.7% | +5.2% | -53.9% | -48.8% |
| 6M | -31.6% | +16.0% | -47.6% | -33.1% |
| YTD | -7.0% | +6.5% | -13.5% | -11.2% |
| 1Y | -4.5% | +4.4% | -8.9% | -9.2% |
| All | -4.5% | +4.2% | -8.7% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling