-62.7%
CSGP vs BAM
+78.0%
-140.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.7% |
| 7D | -4.1% | -2.0% | -2.1% | -3.4% |
| 30D | +2.3% | -2.9% | +5.2% | +3.5% |
| 3M | -8.2% | +9.4% | -17.6% | -11.4% |
| 6M | -35.1% | +10.8% | -45.8% | -37.9% |
| YTD | -54.0% | -0.4% | -53.6% | -54.1% |
| 1Y | -65.3% | -10.9% | -54.4% | -64.1% |
| 3Y | -62.6% | +61.3% | -123.8% | -68.9% |
| All | -62.7% | +78.0% | -140.7% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling