+25.3%
CF vs BAM
+86.2%
-60.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.7% |
| 7D | -3.2% | +9.7% | -12.9% | -3.6% |
| 30D | +4.3% | +19.0% | -14.7% | +3.4% |
| 3M | +2.8% | +0.6% | +2.3% | +2.8% |
| 6M | +0.6% | +11.1% | -10.5% | -0.4% |
| YTD | +56.6% | +4.2% | +52.4% | +56.6% |
| 1Y | +49.6% | +3.3% | +46.3% | +49.6% |
| 3Y | +61.5% | +88.8% | -27.3% | +35.5% |
| All | +25.3% | +86.2% | -60.9% | +2.9% |
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