-6.5%
CRS vs BAM
+5.0%
-11.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.3% | +7.4% | +9.4% |
| 7D | +4.9% | +5.3% | -0.3% | +4.3% |
| 30D | -20.8% | +18.1% | -38.9% | -22.4% |
| 3M | -46.4% | +4.2% | -50.7% | -46.5% |
| 6M | -28.6% | +11.1% | -39.6% | -29.6% |
| YTD | -2.8% | +6.6% | -9.4% | -7.4% |
| All | -6.5% | +5.0% | -11.5% | -11.5% |
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