-63.2%
CSGP vs BAM
+86.2%
-149.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.9% | -5.6% | -5.1% |
| 7D | +1.3% | +9.7% | -8.5% | -2.5% |
| 30D | +10.7% | +19.0% | -8.3% | +3.2% |
| 3M | +3.3% | +0.6% | +2.7% | +2.9% |
| 6M | -10.3% | +11.1% | -21.4% | -14.5% |
| YTD | -54.6% | +4.2% | -58.7% | -55.6% |
| 1Y | -54.6% | +3.3% | -58.0% | -55.6% |
| 3Y | -60.3% | +88.8% | -149.1% | -68.5% |
| All | -63.2% | +86.2% | -149.4% | -70.8% |
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