+46.3%
CNP vs BAM
+88.1%
-41.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.2% |
| 7D | -3.0% | +5.0% | -8.0% | -3.4% |
| 30D | +6.8% | +16.6% | -9.7% | +5.4% |
| 3M | +3.6% | +2.2% | +1.4% | +3.3% |
| 6M | 0.0% | +9.7% | -9.7% | -1.1% |
| YTD | +9.4% | +5.2% | +4.2% | +8.5% |
| 1Y | +6.8% | +3.9% | +2.9% | +6.1% |
| 3Y | +64.2% | +91.5% | -27.4% | +46.0% |
| All | +46.3% | +88.1% | -41.8% | +29.6% |
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