-1.3%
BAM vs CAI
-14.7%
+13.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.1% | +0.6% |
| 7D | -2.7% | -8.7% | +6.0% | -1.8% |
| 30D | +15.5% | -23.8% | +39.4% | +18.3% |
| 3M | -6.9% | +3.9% | -10.7% | -8.4% |
| 6M | +9.9% | +56.8% | -47.0% | +1.9% |
| YTD | +1.4% | -14.6% | +16.0% | -1.0% |
| 1Y | +3.3% | -5.2% | +8.5% | -0.5% |
| All | -1.3% | -14.7% | +13.4% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling