+172.6%
CAT vs BAM
+80.8%
+91.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.5% |
| 7D | +9.3% | -2.0% | +11.3% | +10.3% |
| 30D | -21.5% | +13.7% | -35.2% | -26.2% |
| 3M | -29.1% | -4.8% | -24.3% | -28.0% |
| 6M | -33.4% | +7.6% | -41.0% | -36.4% |
| YTD | +6.6% | +1.2% | +5.4% | +4.1% |
| 1Y | +6.5% | -2.3% | +8.8% | +5.8% |
| 3Y | +162.7% | +84.1% | +78.6% | +95.3% |
| All | +172.6% | +80.8% | +91.8% | +102.9% |
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