+24.8%
CL vs BAM
+78.0%
-53.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | -2.2% | -2.0% | -0.2% | -2.1% |
| 30D | -4.8% | -2.9% | -1.9% | -4.8% |
| 3M | +4.9% | +9.4% | -4.5% | +4.8% |
| 6M | -5.7% | +10.8% | -16.5% | -5.9% |
| YTD | +14.4% | -0.4% | +14.8% | +14.2% |
| 1Y | +8.7% | -10.9% | +19.6% | +8.7% |
| 3Y | +30.0% | +61.3% | -31.3% | +27.3% |
| All | +24.8% | +78.0% | -53.1% | +21.6% |
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