-6.4%
CI vs BAM
+78.0%
-84.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | +1.3% | -2.0% | +3.3% | +1.4% |
| 30D | +4.4% | -2.9% | +7.4% | +4.6% |
| 3M | +0.7% | +9.4% | -8.7% | 0.0% |
| 6M | +0.3% | +10.8% | -10.4% | -0.5% |
| YTD | +3.8% | -0.4% | +4.3% | +3.6% |
| 1Y | -5.5% | -10.9% | +5.4% | -5.0% |
| 3Y | +8.1% | +61.3% | -53.1% | +2.6% |
| All | -6.4% | +78.0% | -84.3% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling