-35.7%
CAG vs BAM
+66.6%
-102.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | -3.8% | -2.0% | -1.8% | -3.7% |
| 30D | +3.1% | -2.9% | +6.1% | +3.2% |
| 3M | +23.5% | +9.4% | +14.1% | +23.2% |
| 6M | -14.8% | +10.8% | -25.6% | -15.1% |
| YTD | -5.4% | -0.4% | -5.0% | -5.5% |
| 1Y | -11.8% | -10.9% | -0.9% | -11.6% |
| All | -35.7% | +66.6% | -102.2% | -41.4% |
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