+190.6%
CFG vs BAM
+93.4%
+97.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +1.7% |
| 7D | +0.3% | +5.3% | -5.0% | -2.6% |
| 30D | +3.2% | +18.1% | -14.9% | -6.1% |
| 3M | -9.7% | +4.2% | -13.9% | -12.3% |
| 6M | +3.6% | +11.1% | -7.4% | -3.5% |
| YTD | +14.7% | +6.6% | +8.1% | +8.6% |
| 1Y | +29.6% | +6.2% | +23.4% | +22.7% |
| 3Y | +190.6% | +95.0% | +95.5% | +70.2% |
| All | +190.6% | +93.4% | +97.2% | +70.2% |
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