-36.6%
CPB vs BAM
+89.3%
-125.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.1% |
| 7D | -4.1% | -2.9% | -1.2% | -3.9% |
| 30D | +16.9% | +14.7% | +2.2% | +16.0% |
| 3M | -0.6% | -4.1% | +3.6% | -0.8% |
| 6M | +11.4% | +9.6% | +1.8% | +10.7% |
| YTD | -14.8% | +3.4% | -18.2% | -15.4% |
| 1Y | -24.8% | +1.0% | -25.8% | -25.3% |
| All | -36.6% | +89.3% | -125.9% | -34.8% |
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 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