+17.0%
CP vs BAM
+84.8%
-67.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | -0.7% | -2.9% | +2.2% | +0.2% |
| 30D | +9.6% | +14.7% | -5.1% | +4.7% |
| 3M | +2.2% | -4.1% | +6.4% | +3.4% |
| 6M | +11.1% | +9.6% | +1.5% | +7.2% |
| YTD | +28.2% | +3.4% | +24.8% | +25.4% |
| 1Y | +32.2% | +1.0% | +31.1% | +30.2% |
| 3Y | +35.5% | +88.2% | -52.7% | +5.1% |
| All | +17.0% | +84.8% | -67.9% | -10.3% |
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