-1.3%
CI vs BAM
+80.8%
-82.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.6% |
| 7D | -1.7% | -2.0% | +0.3% | -1.6% |
| 30D | +4.9% | +13.7% | -8.8% | +4.1% |
| 3M | +7.4% | -4.8% | +12.1% | +7.5% |
| 6M | +0.4% | +7.6% | -7.2% | -0.3% |
| YTD | +9.5% | +1.2% | +8.3% | +9.1% |
| 1Y | +12.0% | -2.3% | +14.2% | +11.8% |
| 3Y | +7.1% | +84.1% | -77.0% | +0.2% |
| All | -1.3% | +80.8% | -82.1% | -7.5% |
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