+1.4%
CI vs BAM
+85.9%
-84.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.6% | -2.7% |
| 7D | -1.6% | +9.7% | -11.3% | -1.9% |
| 30D | +5.4% | +19.0% | -13.6% | +4.8% |
| 3M | +7.3% | +0.6% | +6.7% | +7.0% |
| 6M | +5.3% | +11.1% | -5.8% | +4.7% |
| YTD | +8.5% | +4.2% | +4.3% | +8.0% |
| 1Y | +17.1% | +3.3% | +13.8% | +16.6% |
| 3Y | +1.4% | +88.8% | -87.3% | +10.0% |
| All | +1.4% | +85.9% | -84.5% | +10.0% |
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