+50.2%
CG vs BAM
+85.9%
-35.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.5% |
| 7D | -1.2% | +9.7% | -10.9% | -9.4% |
| 30D | +5.0% | +19.0% | -14.0% | -10.5% |
| 3M | -18.2% | +0.6% | -18.8% | -18.8% |
| 6M | -20.7% | +11.1% | -31.8% | -28.2% |
| YTD | -31.4% | +4.2% | -35.6% | -34.4% |
| 1Y | -22.3% | +3.3% | -25.6% | -25.1% |
| 3Y | +50.2% | +88.8% | -38.6% | -4.3% |
| All | +50.2% | +85.9% | -35.7% | -4.3% |
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