+43.3%
CTVA vs BAM
+85.6%
-42.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | -20.8% | -2.7% | -18.1% | -20.1% |
| 30D | -29.6% | +15.5% | -45.1% | -31.9% |
| 3M | -16.9% | -6.9% | -10.0% | -15.4% |
| 6M | -24.3% | +9.9% | -34.1% | -26.4% |
| YTD | -5.6% | +1.4% | -7.0% | -6.6% |
| 1Y | -4.2% | +3.3% | -7.4% | -5.9% |
| 3Y | +43.3% | +83.6% | -40.4% | +6.8% |
| All | +43.3% | +85.6% | -42.3% | +6.8% |
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