+25.6%
CMS vs BAM
+78.0%
-52.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | +0.4% | -2.0% | +2.3% | +0.5% |
| 30D | -3.6% | -2.9% | -0.7% | -3.4% |
| 3M | -1.9% | +9.4% | -11.3% | -2.7% |
| 6M | -11.0% | +10.8% | -21.7% | -11.8% |
| YTD | +0.2% | -0.4% | +0.6% | 0.0% |
| 1Y | -1.3% | -10.9% | +9.5% | -0.5% |
| 3Y | +35.9% | +61.3% | -25.3% | +24.9% |
| All | +25.6% | +78.0% | -52.3% | +14.2% |
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