+95.9%
CEG vs BAM
+84.2%
+11.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.6% | -1.2% |
| 7D | -9.4% | +7.9% | -17.4% | -12.8% |
| 30D | -20.2% | +16.0% | -36.3% | -25.8% |
| 3M | -9.5% | +0.6% | -10.1% | -10.3% |
| 6M | -25.0% | +10.5% | -35.5% | -29.1% |
| YTD | -31.9% | +3.2% | -35.1% | -34.0% |
| 1Y | -33.7% | +1.0% | -34.7% | -35.0% |
| All | +95.9% | +84.2% | +11.7% | +65.8% |
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