+5.8%
CAT vs BAM
+5.0%
+0.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.3% | +4.9% | +6.6% |
| 7D | -2.4% | +5.3% | -7.7% | -3.7% |
| 30D | -25.0% | +18.1% | -43.1% | -28.7% |
| 3M | -28.7% | +4.2% | -32.9% | -29.4% |
| 6M | -33.0% | +11.1% | -44.1% | -35.3% |
| YTD | +5.4% | +6.6% | -1.2% | +2.9% |
| All | +5.8% | +5.0% | +0.8% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling