+41.4%
CG vs BAM
+86.2%
-44.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.4% |
| 7D | -1.2% | +9.7% | -10.9% | -8.7% |
| 30D | +5.0% | +19.0% | -14.0% | -9.3% |
| 3M | -18.2% | +0.6% | -18.8% | -18.7% |
| 6M | -20.7% | +11.1% | -31.8% | -27.5% |
| YTD | -31.4% | +4.2% | -35.6% | -34.0% |
| 1Y | -22.3% | +3.3% | -25.6% | -24.7% |
| 3Y | +50.2% | +88.8% | -38.6% | -1.9% |
| All | +41.4% | +86.2% | -44.8% | -7.8% |
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