+201.7%
CCJ vs BAM
+86.2%
+115.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.9% |
| 7D | -7.3% | +9.7% | -17.0% | -11.6% |
| 30D | -20.0% | +19.0% | -38.9% | -26.7% |
| 3M | -23.8% | +0.6% | -24.4% | -24.5% |
| 6M | -42.4% | +11.1% | -53.5% | -45.7% |
| YTD | -22.1% | +4.2% | -26.2% | -24.8% |
| 1Y | -20.8% | +3.3% | -24.2% | -23.2% |
| 3Y | +75.7% | +88.8% | -13.0% | +33.1% |
| All | +201.7% | +86.2% | +115.5% | +130.1% |
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