+149.3%
CAT vs BAM
+84.5%
+64.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.0% | -3.3% | -5.1% |
| 7D | -14.5% | +7.9% | -22.4% | -17.5% |
| 30D | -35.7% | +16.0% | -51.8% | -40.1% |
| 3M | -36.3% | +0.6% | -36.9% | -36.9% |
| 6M | -38.5% | +10.5% | -49.0% | -42.0% |
| YTD | -2.5% | +3.2% | -5.8% | -5.6% |
| 1Y | -1.9% | +1.0% | -2.9% | -4.0% |
| 3Y | +139.2% | +84.2% | +55.0% | +77.6% |
| All | +149.3% | +84.5% | +64.8% | +84.0% |
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 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