+4.1%
CI vs BAM
+84.2%
-80.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.8% | -1.2% |
| 7D | +1.0% | +7.9% | -6.9% | +0.7% |
| 30D | +9.9% | +16.0% | -6.2% | +9.3% |
| 3M | +12.1% | +0.6% | +11.4% | +11.8% |
| 6M | +10.6% | +10.5% | +0.1% | +10.0% |
| YTD | +11.4% | +3.2% | +8.2% | +11.0% |
| 1Y | +18.8% | +1.0% | +17.7% | +18.4% |
| All | +4.1% | +84.2% | -80.0% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling