+29.0%
CIEN vs BAM
+5.0%
+24.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.3% | +8.3% | +10.6% |
| 7D | -5.3% | +5.3% | -10.5% | -5.1% |
| 30D | -40.1% | +18.1% | -58.2% | -40.6% |
| 3M | -34.7% | +4.2% | -38.9% | -34.3% |
| 6M | -50.9% | +11.1% | -61.9% | -50.5% |
| YTD | +15.2% | +6.6% | +8.6% | +13.8% |
| All | +29.0% | +5.0% | +24.0% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling