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Chartered Investment Manager (CIM) Practice Exam · Question

When conducting performance attribution, what is the primary purpose of breaking down a portfolio's return?

Performance attribution aims to explain how a portfolio's return was achieved relative to its benchmark, typically by dissecting the contribution of asset alloc

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Question: When conducting performance attribution, what is the primary purpose of breaking down a portfolio's return?

Answer options:

  • To identify the individual securities that contributed most to the portfolio's total return. ✅ To determine whether the portfolio outperformed its benchmark due to asset allocation, security selection, or other factors.
  • To calculate the total management fees incurred by the portfolio.
  • To compare the portfolio's risk profile against that of its benchmark.

Correct answer: To determine whether the portfolio outperformed its benchmark due to asset allocation, security selection, or other factors.

Explanation: Performance attribution aims to explain how a portfolio's return was achieved relative to its benchmark, typically by dissecting the contribution of asset allocation, security selection, and currency movements.

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