+331.5%
CCJ vs BAM
+71.9%
+259.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.6% | +2.9% |
| 7D | +5.9% | -1.6% | +7.5% | +6.7% |
| 30D | +4.7% | -6.0% | +10.7% | +7.7% |
| 3M | -3.3% | +7.3% | -10.6% | -6.9% |
| 6M | -7.0% | +8.2% | -15.2% | -10.8% |
| YTD | +11.5% | -3.8% | +15.3% | +12.1% |
| 1Y | +32.3% | -10.7% | +43.0% | +37.9% |
| 3Y | +176.8% | +55.3% | +121.5% | +127.5% |
| All | +331.5% | +71.9% | +259.6% | +243.2% |
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 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