+24.6%
CTVA vs BAM
+86.2%
-61.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +2.2% | +9.7% | -7.5% | -0.1% |
| 30D | -17.6% | +19.0% | -36.6% | -21.1% |
| 3M | +3.4% | +0.6% | +2.9% | +3.0% |
| 6M | -2.6% | +11.1% | -13.7% | -5.8% |
| YTD | +19.1% | +4.2% | +14.9% | +16.7% |
| 1Y | +26.8% | +3.3% | +23.4% | +24.4% |
| 3Y | +63.9% | +88.8% | -24.9% | +31.9% |
| All | +24.6% | +86.2% | -61.6% | -1.2% |
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