+2,038.3%
CLS vs BAM
+81.2%
+1,957.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.5% |
| 7D | +16.3% | -2.7% | +19.0% | +18.0% |
| 30D | -25.7% | +15.5% | -41.2% | -32.9% |
| 3M | -30.9% | -6.9% | -24.0% | -28.5% |
| 6M | -35.5% | +9.9% | -45.4% | -41.0% |
| YTD | -18.7% | +1.4% | -20.1% | -22.6% |
| 1Y | -17.9% | +3.3% | -21.2% | -22.7% |
| 3Y | +838.1% | +83.6% | +754.5% | +592.1% |
| All | +2,038.3% | +81.2% | +1,957.0% | +1,462.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling