+54.8%
CVE vs BAM
+84.5%
-29.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.3% | -2.1% |
| 7D | -14.1% | +7.9% | -22.0% | -15.7% |
| 30D | -11.6% | +16.0% | -27.7% | -14.9% |
| 3M | 0.0% | +0.6% | -0.6% | -0.5% |
| 6M | -8.4% | +10.5% | -18.9% | -11.8% |
| YTD | +65.9% | +3.2% | +62.7% | +62.2% |
| 1Y | +69.4% | +1.0% | +68.4% | +66.6% |
| 3Y | +55.9% | +84.2% | -28.3% | +20.1% |
| All | +54.8% | +84.5% | -29.7% | +17.3% |
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