+266.6%
CAH vs BAM
+86.2%
+180.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.5% | +1.4% |
| 7D | +8.5% | +9.7% | -1.2% | +7.9% |
| 30D | +17.0% | +19.0% | -1.9% | +15.9% |
| 3M | +14.6% | +0.6% | +14.0% | +14.4% |
| 6M | +42.5% | +11.1% | +31.5% | +41.6% |
| YTD | +33.5% | +4.2% | +29.3% | +32.9% |
| 1Y | +38.5% | +3.3% | +35.2% | +38.0% |
| 3Y | +179.0% | +88.8% | +90.2% | +162.1% |
| All | +266.6% | +86.2% | +180.4% | +243.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling