+203.0%
CCL vs BAM
+86.2%
+116.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | -0.2% |
| 7D | +3.1% | +9.7% | -6.6% | -3.7% |
| 30D | +13.7% | +19.0% | -5.3% | -0.3% |
| 3M | +3.8% | +0.6% | +3.3% | +3.1% |
| 6M | +9.3% | +11.1% | -1.8% | +0.3% |
| YTD | -1.1% | +4.2% | -5.3% | -5.2% |
| 1Y | +14.6% | +3.3% | +11.2% | +10.0% |
| 3Y | +146.4% | +88.8% | +57.6% | +51.7% |
| All | +203.0% | +86.2% | +116.8% | +81.4% |
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