+225.8%
CEG vs BAM
+78.0%
+147.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.6% |
| 7D | +8.0% | -2.0% | +10.0% | +8.8% |
| 30D | +12.9% | -2.9% | +15.9% | +14.1% |
| 3M | +13.2% | +9.4% | +3.8% | +8.5% |
| 6M | -7.0% | +10.8% | -17.7% | -11.4% |
| YTD | -15.0% | -0.4% | -14.6% | -15.8% |
| 1Y | -2.7% | -10.9% | +8.1% | +0.9% |
| 3Y | +184.1% | +61.3% | +122.8% | +140.0% |
| All | +225.8% | +78.0% | +147.8% | +164.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling