+732.7%
CLS vs BAM
+85.9%
+646.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.1% |
| 7D | -22.2% | +9.7% | -31.9% | -27.6% |
| 30D | -44.4% | +19.0% | -63.4% | -51.5% |
| 3M | -34.3% | +0.6% | -34.8% | -35.5% |
| 6M | -50.1% | +11.1% | -61.1% | -55.3% |
| YTD | -30.1% | +4.2% | -34.3% | -35.2% |
| 1Y | -39.3% | +3.3% | -42.7% | -42.9% |
| 3Y | +732.7% | +88.8% | +644.0% | +412.5% |
| All | +732.7% | +85.9% | +646.8% | +412.5% |
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 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