-3.1%
CVS vs BAM
+90.5%
-93.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.7% | +1.6% |
| 7D | -3.7% | +5.3% | -8.9% | -3.9% |
| 30D | -0.3% | +18.1% | -18.4% | -1.2% |
| 3M | -10.3% | +4.2% | -14.5% | -10.5% |
| 6M | -4.6% | +11.1% | -15.7% | -5.3% |
| YTD | +10.7% | +6.6% | +4.1% | +10.2% |
| 1Y | +11.2% | +6.2% | +5.0% | +10.7% |
| 3Y | +43.0% | +95.0% | -52.0% | +26.6% |
| All | -3.1% | +90.5% | -93.6% | -14.6% |
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