+51.5%
CART vs BAM
+56.5%
-5.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | +1.0% | -2.0% | +3.0% | +1.7% |
| 30D | +12.6% | -2.9% | +15.5% | +13.5% |
| 3M | +23.1% | +9.4% | +13.7% | +19.1% |
| 6M | +39.5% | +10.8% | +28.8% | +33.7% |
| YTD | +13.5% | -0.4% | +14.0% | +12.7% |
| 1Y | +14.9% | -10.9% | +25.7% | +18.2% |
| All | +51.5% | +56.5% | -5.0% | +7.4% |
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