+169.7%
CAT vs BAM
+90.5%
+79.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.3% | +4.9% | +6.2% |
| 7D | -2.4% | +5.3% | -7.7% | -4.6% |
| 30D | -25.0% | +18.1% | -43.1% | -30.5% |
| 3M | -28.7% | +4.2% | -32.9% | -30.4% |
| 6M | -33.0% | +11.1% | -44.1% | -36.8% |
| YTD | +5.4% | +6.6% | -1.2% | +0.8% |
| 1Y | +7.3% | +6.2% | +1.1% | +2.7% |
| 3Y | +166.0% | +95.0% | +71.0% | +93.2% |
| All | +169.7% | +90.5% | +79.2% | +96.5% |
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