+12.4%
CLBK vs BAM
+86.2%
-73.9%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.6% |
| 7D | +0.6% | +9.7% | -9.1% | -3.2% |
| 30D | +2.9% | +19.0% | -16.1% | -4.4% |
| 3M | +3.0% | +0.6% | +2.4% | +2.2% |
| 6M | +27.3% | +11.1% | +16.2% | +20.5% |
| YTD | +58.0% | +4.2% | +53.8% | +53.0% |
| 1Y | +62.4% | +3.3% | +59.1% | +57.6% |
| 3Y | +46.9% | +88.8% | -41.8% | +8.1% |
| All | +12.4% | +86.2% | -73.9% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling