+275.3%
CAH vs BAM
+80.8%
+194.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.4% |
| 7D | +3.9% | -2.0% | +5.9% | +4.0% |
| 30D | +16.0% | +13.7% | +2.4% | +15.2% |
| 3M | +19.1% | -4.8% | +23.8% | +19.2% |
| 6M | +53.0% | +7.6% | +45.4% | +52.3% |
| YTD | +36.6% | +1.2% | +35.5% | +36.3% |
| 1Y | +37.4% | -2.3% | +39.7% | +37.4% |
| 3Y | +178.8% | +84.1% | +94.7% | +162.3% |
| All | +275.3% | +80.8% | +194.5% | +252.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling