+41.6%
CHD vs BAM
+90.5%
-49.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +1.7% |
| 7D | +0.8% | +5.3% | -4.5% | +0.6% |
| 30D | +13.5% | +18.1% | -4.6% | +13.0% |
| 3M | +8.1% | +4.2% | +3.9% | +7.9% |
| 6M | +19.9% | +11.1% | +8.8% | +19.5% |
| YTD | +34.0% | +6.6% | +27.4% | +33.5% |
| 1Y | +29.8% | +6.2% | +23.6% | +29.3% |
| 3Y | +28.7% | +95.0% | -66.3% | +26.8% |
| All | +41.6% | +90.5% | -49.0% | +39.3% |
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