+3.7%
CNI vs BAM
+71.9%
-68.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.5% | +1.0% |
| 7D | +2.5% | -1.6% | +4.1% | +2.9% |
| 30D | -2.5% | -6.0% | +3.5% | -1.0% |
| 3M | +2.7% | +7.3% | -4.6% | +0.4% |
| 6M | +16.9% | +8.2% | +8.7% | +13.7% |
| YTD | +26.3% | -3.8% | +30.2% | +26.7% |
| 1Y | +31.1% | -10.7% | +41.8% | +33.9% |
| 3Y | +21.1% | +55.3% | -34.3% | +2.0% |
| All | +3.7% | +71.9% | -68.2% | -16.0% |
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 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