+139.4%
CMI vs BAM
+66.1%
+73.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.5% |
| 7D | +0.8% | -6.1% | +6.9% | +3.3% |
| 30D | -12.8% | -13.8% | +1.1% | -7.6% |
| 3M | -12.4% | +4.4% | -16.8% | -14.5% |
| 6M | -0.9% | +6.4% | -7.3% | -4.4% |
| YTD | +8.9% | -7.1% | +15.9% | +10.7% |
| 1Y | +37.7% | -11.8% | +49.5% | +42.6% |
| 3Y | +148.9% | +50.2% | +98.7% | +111.3% |
| All | +139.4% | +66.1% | +73.3% | +95.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling