+27.0%
COP vs BAM
+84.8%
-57.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +1.9% |
| 7D | +0.7% | -2.9% | +3.5% | +1.0% |
| 30D | +0.2% | +14.7% | -14.5% | -2.0% |
| 3M | +10.2% | -4.1% | +14.3% | +10.8% |
| 6M | +20.1% | +9.6% | +10.5% | +17.6% |
| YTD | +50.5% | +3.4% | +47.1% | +48.8% |
| 1Y | +56.8% | +1.0% | +55.8% | +55.8% |
| 3Y | +30.3% | +88.2% | -57.9% | +10.3% |
| All | +27.0% | +84.8% | -57.8% | +6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling