-25.3%
CNC vs BAM
+67.8%
-93.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.5% | -0.7% |
| 7D | -4.9% | -3.9% | -0.9% | -4.7% |
| 30D | -3.8% | -8.8% | +5.0% | -3.4% |
| 3M | -3.2% | +2.2% | -5.4% | -3.5% |
| 6M | +47.9% | +5.9% | +42.0% | +47.0% |
| YTD | +55.7% | -6.1% | +61.8% | +55.9% |
| 1Y | +106.2% | -11.6% | +117.9% | +107.3% |
| 3Y | -2.1% | +51.7% | -53.7% | -8.0% |
| All | -25.3% | +67.8% | -93.2% | -31.4% |
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