-49.5%
CPB vs BAM
+90.5%
-140.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.3% |
| 7D | +3.3% | +5.3% | -2.0% | +2.9% |
| 30D | +19.0% | +18.1% | +0.9% | +17.9% |
| 3M | +0.4% | +4.2% | -3.8% | 0.0% |
| 6M | +13.0% | +11.1% | +1.9% | +12.2% |
| YTD | -12.7% | +6.6% | -19.3% | -13.4% |
| 1Y | -20.9% | +6.2% | -27.1% | -21.5% |
| 3Y | -35.4% | +95.0% | -130.4% | -36.7% |
| All | -49.5% | +90.5% | -140.0% | -50.3% |
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