+319.6%
CRS vs BAM
+85.9%
+233.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | -1.7% | +9.7% | -11.4% | -6.0% |
| 30D | -28.8% | +19.0% | -47.8% | -34.9% |
| 3M | -50.0% | +0.6% | -50.6% | -50.5% |
| 6M | -39.2% | +11.1% | -50.3% | -43.1% |
| YTD | -11.4% | +4.2% | -15.6% | -15.4% |
| 1Y | -11.7% | +3.3% | -15.0% | -15.6% |
| 3Y | +319.6% | +88.8% | +230.9% | +237.8% |
| All | +319.6% | +85.9% | +233.8% | +237.8% |
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