-35.6%
CPB vs BAM
+85.9%
-121.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.3% |
| 7D | +8.0% | +9.7% | -1.7% | +7.3% |
| 30D | +22.4% | +19.0% | +3.4% | +21.2% |
| 3M | +2.5% | +0.6% | +2.0% | +2.1% |
| 6M | +12.2% | +11.1% | +1.1% | +11.4% |
| YTD | -12.8% | +4.2% | -17.0% | -13.5% |
| 1Y | -19.2% | +3.3% | -22.5% | -19.8% |
| 3Y | -35.6% | +88.8% | -124.3% | -34.0% |
| All | -35.6% | +85.9% | -121.5% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling