-6.3%
BAM vs CAI
-8.1%
+1.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.3% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | -6.0% | +9.1% | -15.1% | -7.1% |
| 3M | +7.3% | +53.8% | -46.4% | +1.0% |
| 6M | +8.2% | +33.5% | -25.3% | +2.5% |
| YTD | -3.8% | -8.0% | +4.2% | -5.9% |
| 1Y | -10.7% | -28.7% | +18.0% | -10.1% |
| All | -6.3% | -8.1% | +1.7% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling