-51.2%
CPB vs BAM
+80.8%
-132.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.9% |
| 7D | -5.8% | -2.0% | -3.8% | -5.7% |
| 30D | +16.5% | +13.7% | +2.8% | +15.7% |
| 3M | -1.1% | -4.8% | +3.7% | -1.1% |
| 6M | +11.5% | +7.6% | +3.9% | +11.0% |
| YTD | -15.7% | +1.2% | -16.9% | -16.1% |
| 1Y | -24.7% | -2.3% | -22.4% | -25.0% |
| 3Y | -37.3% | +84.1% | -121.4% | -38.4% |
| All | -51.2% | +80.8% | -132.0% | -51.8% |
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 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