+144.4%
CMI vs BAM
+71.9%
+72.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.6% | +1.5% |
| 7D | +1.9% | -1.6% | +3.5% | +2.5% |
| 30D | -12.5% | -6.0% | -6.5% | -10.6% |
| 3M | -16.2% | +7.3% | -23.6% | -19.1% |
| 6M | +4.9% | +8.2% | -3.4% | +0.5% |
| YTD | +11.1% | -3.8% | +15.0% | +11.5% |
| 1Y | +43.4% | -10.7% | +54.1% | +47.8% |
| 3Y | +154.1% | +55.3% | +98.7% | +112.8% |
| All | +144.4% | +71.9% | +72.6% | +97.2% |
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