-24.1%
CLS vs BAM
-1.5%
-22.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.8% | +5.0% |
| 7D | +23.5% | -2.0% | +25.5% | +24.0% |
| 30D | -28.9% | +13.7% | -42.6% | -31.6% |
| 3M | -25.2% | -4.8% | -20.4% | -23.3% |
| 6M | -32.1% | +7.6% | -39.7% | -34.0% |
| YTD | -14.1% | +1.2% | -15.2% | -16.7% |
| 1Y | -24.1% | -2.3% | -21.8% | -21.6% |
| All | -24.1% | -1.5% | -22.5% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling