-17.5%
CLF vs BAM
+61.4%
-78.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.4% |
| 7D | +7.6% | -2.0% | +9.5% | +8.9% |
| 30D | -1.2% | -2.9% | +1.7% | +0.2% |
| 3M | -13.4% | +9.4% | -22.8% | -18.8% |
| 6M | +15.4% | +10.8% | +4.7% | +7.3% |
| YTD | -5.9% | -0.4% | -5.4% | -7.4% |
| 1Y | +18.8% | -10.9% | +29.7% | +26.2% |
| All | -17.5% | +61.4% | -78.9% | -38.2% |
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 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