+72.5%
CART vs BAM
+63.8%
+8.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | +0.3% |
| 7D | +3.0% | +9.7% | -6.8% | -0.1% |
| 30D | +28.6% | +19.0% | +9.6% | +21.3% |
| 3M | +29.1% | +0.6% | +28.5% | +28.4% |
| 6M | +44.7% | +11.1% | +33.6% | +38.8% |
| YTD | +29.2% | +4.2% | +25.0% | +26.2% |
| 1Y | +66.2% | +3.3% | +62.8% | +62.2% |
| 3Y | +112.8% | +88.8% | +24.1% | +44.9% |
| All | +72.5% | +63.8% | +8.7% | +20.3% |
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