+97.5%
CFG vs BAM
+78.0%
+19.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | +1.5% | -2.0% | +3.5% | +2.7% |
| 30D | -3.8% | -2.9% | -0.9% | -2.6% |
| 3M | +11.5% | +9.4% | +2.1% | +4.9% |
| 6M | +19.2% | +10.8% | +8.4% | +10.8% |
| YTD | +23.7% | -0.4% | +24.1% | +22.0% |
| 1Y | +38.8% | -10.9% | +49.7% | +46.0% |
| 3Y | +178.9% | +61.3% | +117.7% | +95.2% |
| All | +97.5% | +78.0% | +19.5% | +29.5% |
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