-57.7%
CSGP vs BAM
+90.0%
-147.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.2% | -2.2% | +1.2% |
| 7D | +18.3% | +14.2% | +4.1% | +11.4% |
| 30D | +17.8% | +21.0% | -3.2% | +8.2% |
| 3M | +9.3% | +5.2% | +4.1% | +6.6% |
| 6M | -7.9% | +16.0% | -23.9% | -14.4% |
| YTD | -51.5% | +6.5% | -58.0% | -53.2% |
| 1Y | -53.3% | +4.4% | -57.7% | -54.6% |
| All | -57.7% | +90.0% | -147.7% | -69.4% |
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 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