-10.0%
CRS vs BAM
-1.2%
-8.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | +4.8% | -2.7% | +7.4% | +5.2% |
| 30D | -23.2% | +15.5% | -38.7% | -24.4% |
| 3M | -45.5% | -6.9% | -38.7% | -44.6% |
| 6M | -33.1% | +9.9% | -43.0% | -33.9% |
| YTD | -7.2% | +1.4% | -8.6% | -11.4% |
| 1Y | -10.0% | +3.3% | -13.3% | -13.4% |
| All | -10.0% | -1.2% | -8.8% | -13.4% |
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