+1,738.8%
CLS vs BAM
+86.2%
+1,652.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | 0.0% |
| 7D | -22.2% | +9.7% | -31.9% | -26.9% |
| 30D | -44.4% | +19.0% | -63.4% | -50.6% |
| 3M | -34.3% | +0.6% | -34.8% | -35.4% |
| 6M | -50.1% | +11.1% | -61.1% | -54.5% |
| YTD | -30.1% | +4.2% | -34.3% | -34.4% |
| 1Y | -39.3% | +3.3% | -42.7% | -42.4% |
| 3Y | +732.7% | +88.8% | +644.0% | +505.4% |
| All | +1,738.8% | +86.2% | +1,652.6% | +1,224.1% |
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