+25.7%
COP vs BAM
+85.9%
-60.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | -11.5% | +9.7% | -21.2% | -12.5% |
| 30D | +5.0% | +19.0% | -14.0% | +2.7% |
| 3M | +17.5% | +0.6% | +16.9% | +17.4% |
| 6M | +16.2% | +11.1% | +5.2% | +14.0% |
| YTD | +48.8% | +4.2% | +44.6% | +47.8% |
| 1Y | +64.1% | +3.3% | +60.8% | +63.1% |
| 3Y | +25.7% | +88.8% | -63.1% | +13.0% |
| All | +25.7% | +85.9% | -60.2% | +13.0% |
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