+1.0%
CI vs BAM
+88.1%
-87.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.6% |
| 7D | +2.6% | +5.0% | -2.4% | +2.3% |
| 30D | +7.3% | +16.6% | -9.3% | +6.3% |
| 3M | +9.5% | +2.2% | +7.3% | +9.1% |
| 6M | +6.4% | +9.7% | -3.2% | +5.6% |
| YTD | +12.0% | +5.2% | +6.8% | +11.3% |
| 1Y | +20.1% | +3.9% | +16.2% | +19.4% |
| 3Y | +9.6% | +91.5% | -82.0% | +2.3% |
| All | +1.0% | +88.1% | -87.1% | -5.6% |
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