-25.8%
CPNG vs BAM
+67.8%
-93.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.0% | +0.7% |
| 7D | -7.6% | -3.9% | -3.7% | -5.9% |
| 30D | -8.8% | -8.8% | 0.0% | -5.0% |
| 3M | -7.2% | +2.2% | -9.4% | -8.3% |
| 6M | -21.5% | +5.9% | -27.5% | -23.8% |
| YTD | -37.4% | -6.1% | -31.3% | -36.3% |
| 1Y | -54.3% | -11.6% | -42.7% | -52.5% |
| 3Y | -20.3% | +51.7% | -72.0% | -37.1% |
| All | -25.8% | +67.8% | -93.6% | -45.8% |
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