+648.9%
CRS vs BAM
+57.7%
+591.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.4% | -0.1% | -1.8% |
| 7D | -3.1% | -1.6% | -1.5% | -2.2% |
| 30D | -19.6% | -6.0% | -13.6% | -17.4% |
| 3M | -8.1% | +7.3% | -15.4% | -12.3% |
| 6M | +18.6% | +8.2% | +10.3% | +12.3% |
| YTD | +45.9% | -3.8% | +49.7% | +45.4% |
| 1Y | +82.5% | -10.7% | +93.2% | +89.1% |
| 3Y | +648.9% | +55.3% | +593.6% | +461.4% |
| All | +648.9% | +57.7% | +591.2% | +461.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling