+151.6%
CAT vs BAM
+86.2%
+65.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | -10.3% | +9.7% | -20.0% | -14.0% |
| 30D | -31.2% | +19.0% | -50.2% | -36.6% |
| 3M | -34.7% | +0.6% | -35.2% | -35.3% |
| 6M | -39.5% | +11.1% | -50.6% | -43.0% |
| YTD | -1.7% | +4.2% | -5.8% | -5.1% |
| 1Y | -1.1% | +3.3% | -4.5% | -4.3% |
| 3Y | +143.9% | +88.8% | +55.1% | +79.3% |
| All | +151.6% | +86.2% | +65.4% | +85.0% |
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