+33.2%
CTVA vs BAM
+67.8%
-34.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.0% | -0.8% |
| 7D | -5.8% | -3.9% | -1.9% | -4.9% |
| 30D | +11.1% | -8.8% | +19.9% | +13.4% |
| 3M | +13.2% | +2.2% | +11.0% | +11.9% |
| 6M | +8.7% | +5.9% | +2.8% | +6.0% |
| YTD | +27.3% | -6.1% | +33.4% | +28.0% |
| 1Y | +18.0% | -11.6% | +29.6% | +20.6% |
| 3Y | +76.5% | +51.7% | +24.8% | +49.4% |
| All | +33.2% | +67.8% | -34.7% | +8.4% |
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