-50.7%
CPB vs BAM
+84.8%
-135.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.1% |
| 3M | -0.6% | -4.1% | +3.6% | -0.7% |
| 6M | +11.4% | +9.6% | +1.8% | +10.7% |
| YTD | -14.8% | +3.4% | -18.2% | -15.3% |
| 1Y | -24.8% | +1.0% | -25.8% | -25.2% |
| 3Y | -36.6% | +88.2% | -124.8% | -37.8% |
| All | -50.7% | +84.8% | -135.5% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling