+32.1%
CVS vs BAM
+85.9%
-53.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +3.1% |
| 7D | -7.1% | +9.7% | -16.8% | -7.1% |
| 30D | -4.0% | +19.0% | -23.0% | -4.1% |
| 3M | -12.2% | +0.6% | -12.8% | -12.2% |
| 6M | -2.2% | +11.1% | -13.3% | -2.4% |
| YTD | +8.9% | +4.2% | +4.7% | +9.0% |
| 1Y | +9.9% | +3.3% | +6.5% | +10.1% |
| 3Y | +32.1% | +88.8% | -56.7% | +27.9% |
| All | +32.1% | +85.9% | -53.8% | +27.9% |
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