+107.4%
CPAY vs BAM
+71.9%
+35.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -0.5% |
| 7D | +0.6% | -1.6% | +2.1% | +1.4% |
| 30D | +3.6% | -6.0% | +9.6% | +6.7% |
| 3M | +16.6% | +7.3% | +9.3% | +11.9% |
| 6M | +29.5% | +8.2% | +21.3% | +23.4% |
| YTD | +35.3% | -3.8% | +39.1% | +36.6% |
| 1Y | +30.6% | -10.7% | +41.4% | +36.7% |
| 3Y | +49.7% | +55.3% | -5.6% | +20.9% |
| All | +107.4% | +71.9% | +35.5% | +57.8% |
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