+132.3%
CPAY vs BAM
+80.8%
+51.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.2% |
| 7D | +2.0% | -2.0% | +4.0% | +3.0% |
| 30D | +14.3% | +13.7% | +0.6% | +6.7% |
| 3M | +11.3% | -4.8% | +16.1% | +13.5% |
| 6M | +34.8% | +7.6% | +27.2% | +28.4% |
| YTD | +51.5% | +1.2% | +50.4% | +48.5% |
| 1Y | +59.0% | -2.3% | +61.3% | +58.4% |
| 3Y | +97.2% | +84.1% | +13.1% | +47.4% |
| All | +132.3% | +80.8% | +51.5% | +71.5% |
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