-1.5%
CI vs BAM
+90.5%
-92.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.5% |
| 7D | +0.1% | +5.3% | -5.1% | -0.2% |
| 30D | +4.7% | +18.1% | -13.4% | +3.6% |
| 3M | +5.2% | +4.2% | +1.0% | +4.8% |
| 6M | +3.8% | +11.1% | -7.3% | +2.9% |
| YTD | +9.2% | +6.6% | +2.6% | +8.5% |
| 1Y | +14.3% | +6.2% | +8.0% | +13.4% |
| 3Y | +8.4% | +95.0% | -86.6% | +1.1% |
| All | -1.5% | +90.5% | -92.0% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling