+139.6%
CCL vs BAM
+78.0%
+61.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.3% |
| 7D | -5.0% | -2.0% | -3.1% | -3.6% |
| 30D | -20.3% | -2.9% | -17.4% | -18.8% |
| 3M | -15.1% | +9.4% | -24.5% | -21.1% |
| 6M | -15.1% | +10.8% | -25.9% | -21.6% |
| YTD | -21.8% | -0.4% | -21.3% | -22.4% |
| 1Y | -24.8% | -10.9% | -13.9% | -19.6% |
| 3Y | +51.9% | +61.3% | -9.4% | +4.1% |
| All | +139.6% | +78.0% | +61.6% | +48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling