-49.5%
CAG vs BAM
+90.5%
-140.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | +0.2% |
| 7D | +4.6% | +5.3% | -0.7% | +4.2% |
| 30D | +14.7% | +18.1% | -3.4% | +13.6% |
| 3M | +2.4% | +4.2% | -1.9% | +1.9% |
| 6M | +10.7% | +11.1% | -0.4% | +9.9% |
| YTD | -5.5% | +6.6% | -12.1% | -6.2% |
| 1Y | -4.6% | +6.2% | -10.8% | -5.2% |
| 3Y | -34.4% | +95.0% | -129.5% | -39.6% |
| All | -49.5% | +90.5% | -140.1% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling