+1,084.5%
CRS vs BAM
+78.0%
+1,006.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | -0.2% | -2.0% | +1.7% | +0.8% |
| 30D | -16.6% | -2.9% | -13.7% | -15.7% |
| 3M | -3.5% | +9.4% | -12.9% | -8.8% |
| 6M | +15.4% | +10.8% | +4.7% | +7.9% |
| YTD | +51.2% | -0.4% | +51.6% | +48.0% |
| 1Y | +98.3% | -10.9% | +109.2% | +106.2% |
| 3Y | +651.5% | +61.3% | +590.3% | +441.8% |
| All | +1,084.5% | +78.0% | +1,006.6% | +689.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling