-3.0%
CNH vs BAM
+78.0%
-81.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.8% |
| 7D | +23.3% | -2.0% | +25.3% | +24.2% |
| 30D | +33.5% | -2.9% | +36.4% | +34.7% |
| 3M | +32.7% | +9.4% | +23.3% | +27.1% |
| 6M | +22.2% | +10.8% | +11.4% | +15.9% |
| YTD | +57.7% | -0.4% | +58.1% | +55.6% |
| 1Y | +28.0% | -10.9% | +38.8% | +32.3% |
| 3Y | +11.5% | +61.3% | -49.7% | -15.0% |
| All | -3.0% | +78.0% | -81.0% | -29.2% |
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