+63.2%
CME vs BAM
+85.9%
-22.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.4% |
| 7D | +0.9% | +9.7% | -8.8% | +1.0% |
| 30D | +13.2% | +19.0% | -5.8% | +13.5% |
| 3M | +16.3% | +0.6% | +15.7% | +16.1% |
| 6M | +7.1% | +11.1% | -3.9% | +7.2% |
| YTD | +15.8% | +4.2% | +11.6% | +15.9% |
| 1Y | +17.1% | +3.3% | +13.7% | +17.1% |
| 3Y | +63.2% | +88.8% | -25.6% | +73.3% |
| All | +63.2% | +85.9% | -22.7% | +73.3% |
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