+191.8%
CEG vs BAM
+88.1%
+103.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.5% |
| 7D | +1.7% | +5.0% | -3.3% | -0.4% |
| 30D | -10.2% | +16.6% | -26.8% | -15.8% |
| 3M | -0.8% | +2.2% | -3.0% | -2.1% |
| 6M | -11.5% | +9.7% | -21.2% | -15.5% |
| YTD | -23.9% | +5.2% | -29.1% | -26.5% |
| 1Y | -25.4% | +3.9% | -29.3% | -27.6% |
| 3Y | +124.2% | +91.5% | +32.6% | +79.7% |
| All | +191.8% | +88.1% | +103.7% | +131.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling