+30.4%
CGNX vs BAM
+66.2%
-35.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | +3.2% | -6.6% | +9.8% | +6.6% |
| 30D | +6.0% | -12.4% | +18.4% | +12.8% |
| 3M | +3.5% | +2.4% | +1.2% | +1.5% |
| 6M | +26.3% | +7.9% | +18.4% | +20.4% |
| YTD | +79.2% | -7.0% | +86.3% | +82.9% |
| 1Y | +43.8% | -13.4% | +57.2% | +52.6% |
| 3Y | +52.0% | +46.9% | +5.1% | +22.3% |
| All | +30.4% | +66.2% | -35.8% | -0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling