+83.1%
CFG vs BAM
+90.5%
-7.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +1.6% |
| 7D | +0.3% | +5.3% | -5.0% | -2.7% |
| 30D | +3.2% | +18.1% | -14.9% | -6.3% |
| 3M | -9.7% | +4.2% | -13.9% | -12.4% |
| 6M | +3.6% | +11.1% | -7.4% | -3.7% |
| YTD | +14.7% | +6.6% | +8.1% | +8.4% |
| 1Y | +29.6% | +6.2% | +23.4% | +22.5% |
| 3Y | +190.6% | +95.0% | +95.5% | +82.3% |
| All | +83.1% | +90.5% | -7.5% | +15.2% |
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 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