+26.8%
CTVA vs BAM
+90.5%
-63.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.6% | +1.2% |
| 7D | +1.6% | +5.3% | -3.7% | +0.3% |
| 30D | -8.5% | +18.1% | -26.6% | -12.2% |
| 3M | +5.3% | +4.2% | +1.1% | +4.0% |
| 6M | -0.1% | +11.1% | -11.2% | -3.3% |
| YTD | +21.2% | +6.6% | +14.6% | +18.1% |
| 1Y | +27.0% | +6.2% | +20.8% | +23.7% |
| 3Y | +87.2% | +95.0% | -7.8% | +49.5% |
| All | +26.8% | +90.5% | -63.7% | 0.0% |
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 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