+661.3%
CRS vs BAM
+90.5%
+570.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.3% | +7.4% | +8.6% |
| 7D | +4.9% | +5.3% | -0.3% | +2.2% |
| 30D | -20.8% | +18.1% | -38.9% | -27.6% |
| 3M | -46.4% | +4.2% | -50.7% | -47.9% |
| 6M | -28.6% | +11.1% | -39.6% | -33.3% |
| YTD | -2.8% | +6.6% | -9.4% | -8.5% |
| 1Y | -6.7% | +6.2% | -12.9% | -12.3% |
| 3Y | +368.0% | +95.0% | +273.0% | +203.3% |
| All | +661.3% | +90.5% | +570.8% | +388.0% |
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