-22.7%
CLF vs BAM
+90.5%
-113.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.3% | +4.7% | +5.7% |
| 7D | -14.1% | +5.3% | -19.4% | -16.7% |
| 30D | -5.5% | +18.1% | -23.6% | -14.7% |
| 3M | 0.0% | +4.2% | -4.2% | -3.2% |
| 6M | +11.3% | +11.1% | +0.2% | +3.4% |
| YTD | -7.7% | +6.6% | -14.3% | -13.0% |
| 1Y | +17.5% | +6.2% | +11.3% | +10.9% |
| 3Y | -25.4% | +95.0% | -120.4% | -47.7% |
| All | -22.7% | +90.5% | -113.2% | -45.5% |
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