-16.0%
CAG vs BAM
-12.6%
-3.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -1.0% |
| 7D | -6.6% | -3.9% | -2.7% | -6.7% |
| 30D | +2.3% | -8.8% | +11.1% | +2.1% |
| 3M | +16.3% | +2.2% | +14.1% | +16.7% |
| 6M | -16.0% | +5.9% | -22.0% | -15.5% |
| YTD | -7.7% | -6.1% | -1.6% | -8.1% |
| 1Y | -16.0% | -11.6% | -4.4% | -17.1% |
| All | -16.0% | -12.6% | -3.5% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling