+10.3%
CNH vs BAM
+61.4%
-51.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.8% |
| 7D | +23.3% | -2.0% | +25.3% | +24.2% |
| 30D | +33.5% | -2.9% | +36.4% | +34.7% |
| 3M | +32.7% | +9.4% | +23.3% | +26.8% |
| 6M | +22.2% | +10.8% | +11.4% | +15.5% |
| YTD | +57.7% | -0.4% | +58.1% | +55.5% |
| 1Y | +28.0% | -10.9% | +38.8% | +32.6% |
| All | +10.3% | +61.4% | -51.1% | -24.0% |
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