+146.0%
CCL vs BAM
+91.9%
+54.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | +0.8% |
| 7D | +5.8% | +5.0% | +0.8% | +2.0% |
| 30D | +17.3% | +16.6% | +0.7% | +4.1% |
| 3M | +11.3% | +2.2% | +9.1% | +9.2% |
| 6M | +18.5% | +9.7% | +8.8% | +9.6% |
| YTD | +2.8% | +5.2% | -2.5% | -2.6% |
| 1Y | +16.7% | +3.9% | +12.8% | +11.3% |
| 3Y | +146.0% | +91.5% | +54.5% | +40.9% |
| All | +146.0% | +91.9% | +54.1% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling