-20.0%
CPNG vs BAM
+57.7%
-77.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.4% | +0.3% | -1.6% |
| 7D | -6.3% | -1.6% | -4.7% | -5.6% |
| 30D | -8.7% | -6.0% | -2.8% | -6.2% |
| 3M | -2.4% | +7.3% | -9.8% | -5.6% |
| 6M | -22.3% | +8.2% | -30.6% | -25.3% |
| YTD | -37.2% | -3.8% | -33.4% | -36.8% |
| 1Y | -53.0% | -10.7% | -42.3% | -51.4% |
| 3Y | -20.0% | +55.3% | -75.4% | -36.1% |
| All | -20.0% | +57.7% | -77.7% | -36.1% |
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