+45.5%
CNP vs BAM
+84.8%
-39.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.4% |
| 7D | -0.1% | -2.9% | +2.8% | +0.1% |
| 30D | +5.0% | +14.7% | -9.6% | +3.7% |
| 3M | +2.7% | -4.1% | +6.8% | +2.9% |
| 6M | -1.9% | +9.6% | -11.5% | -2.9% |
| YTD | +8.8% | +3.4% | +5.3% | +8.1% |
| 1Y | +5.6% | +1.0% | +4.6% | +5.2% |
| 3Y | +63.2% | +88.2% | -25.0% | +45.3% |
| All | +45.5% | +84.8% | -39.4% | +29.1% |
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