-1.5%
BAM vs CAI
-11.3%
+9.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.0% |
| 7D | -2.0% | -8.0% | +6.0% | -1.2% |
| 30D | +13.7% | -18.9% | +32.5% | +15.6% |
| 3M | -4.8% | +7.6% | -12.4% | -6.7% |
| 6M | +7.6% | +43.0% | -35.4% | +0.8% |
| YTD | +1.2% | -11.2% | +12.3% | -1.6% |
| 1Y | -2.3% | -3.3% | +1.0% | -6.0% |
| All | -1.5% | -11.3% | +9.8% | -6.2% |
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