+40.8%
CNP vs BAM
+78.0%
-37.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | +1.1% | -2.0% | +3.1% | +1.3% |
| 30D | -1.8% | -2.9% | +1.1% | -1.6% |
| 3M | -4.6% | +9.4% | -14.0% | -5.6% |
| 6M | -8.8% | +10.8% | -19.6% | -10.0% |
| YTD | +5.2% | -0.4% | +5.7% | +5.0% |
| 1Y | +8.3% | -10.9% | +19.2% | +9.4% |
| 3Y | +54.9% | +61.3% | -6.4% | +40.3% |
| All | +40.8% | +78.0% | -37.2% | +25.4% |
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 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