-17.9%
CLS vs BAM
-1.2%
-16.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.4% |
| 7D | +16.3% | -2.7% | +19.0% | +16.7% |
| 30D | -25.7% | +15.5% | -41.2% | -28.1% |
| 3M | -30.9% | -6.9% | -24.0% | -28.9% |
| 6M | -35.5% | +9.9% | -45.4% | -37.2% |
| YTD | -18.7% | +1.4% | -20.1% | -21.5% |
| 1Y | -17.9% | +3.3% | -21.2% | -22.2% |
| All | -17.9% | -1.2% | -16.7% | -22.2% |
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 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