+44.3%
CNP vs BAM
+86.2%
-41.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.6% |
| 7D | -4.2% | +9.7% | -13.9% | -5.0% |
| 30D | +5.5% | +19.0% | -13.5% | +3.9% |
| 3M | +0.6% | +0.6% | 0.0% | +0.4% |
| 6M | -2.8% | +11.1% | -13.9% | -4.0% |
| YTD | +7.9% | +4.2% | +3.7% | +7.1% |
| 1Y | +6.7% | +3.3% | +3.3% | +5.9% |
| 3Y | +61.1% | +88.8% | -27.6% | +43.5% |
| All | +44.3% | +86.2% | -41.9% | +27.9% |
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