+111.6%
CART vs BAM
+84.2%
+27.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -1.5% |
| 7D | +1.2% | +7.9% | -6.8% | -1.2% |
| 30D | +27.1% | +16.0% | +11.1% | +21.3% |
| 3M | +27.4% | +0.6% | +26.8% | +26.8% |
| 6M | +32.1% | +10.5% | +21.6% | +27.3% |
| YTD | +28.5% | +3.2% | +25.3% | +26.1% |
| 1Y | +58.8% | +1.0% | +57.8% | +56.5% |
| All | +111.6% | +84.2% | +27.4% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling