-22.3%
CEG vs BAM
+9.8%
-32.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.1% |
| 7D | -4.7% | +9.7% | -14.5% | -6.7% |
| 30D | -16.6% | +19.0% | -35.6% | -20.5% |
| 3M | -4.1% | +0.6% | -4.7% | -3.8% |
| 6M | -22.3% | +11.1% | -33.4% | -24.8% |
| All | -22.3% | +9.8% | -32.2% | -24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling