+2,061.2%
CLS vs BAM
+84.8%
+1,976.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.7% | +10.2% | +9.5% |
| 7D | +2.8% | -2.9% | +5.6% | +4.7% |
| 30D | -30.1% | +14.7% | -44.8% | -36.5% |
| 3M | -21.7% | -4.1% | -17.6% | -20.5% |
| 6M | -36.2% | +9.6% | -45.8% | -41.4% |
| YTD | -17.8% | +3.4% | -21.2% | -22.6% |
| 1Y | -26.8% | +1.0% | -27.8% | -29.4% |
| 3Y | +853.4% | +88.2% | +765.2% | +594.9% |
| All | +2,061.2% | +84.8% | +1,976.4% | +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 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