+102.5%
CTAS vs BAM
+81.2%
+21.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +1.7% | -2.7% | +4.4% | +2.4% |
| 30D | +8.4% | +15.5% | -7.1% | +4.8% |
| 3M | +13.0% | -6.9% | +19.9% | +14.6% |
| 6M | +39.1% | +9.9% | +29.2% | +35.3% |
| YTD | +21.2% | +1.4% | +19.8% | +19.7% |
| 1Y | +21.6% | +3.3% | +18.3% | +19.4% |
| 3Y | +73.2% | +83.6% | -10.4% | +49.4% |
| All | +102.5% | +81.2% | +21.2% | +74.6% |
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