+175.9%
CFG vs BAM
+84.2%
+91.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -1.5% |
| 7D | -2.2% | +7.9% | -10.1% | -6.4% |
| 30D | +0.4% | +16.0% | -15.6% | -7.8% |
| 3M | -12.6% | +0.6% | -13.2% | -13.5% |
| 6M | +0.6% | +10.5% | -9.9% | -6.2% |
| YTD | +12.4% | +3.2% | +9.2% | +8.4% |
| 1Y | +27.7% | +1.0% | +26.7% | +24.5% |
| All | +175.9% | +84.2% | +91.7% | +65.2% |
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