+2,678.9%
CLS vs BAM
+78.0%
+2,601.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.4% |
| 7D | +4.6% | -2.0% | +6.5% | +6.0% |
| 30D | -13.9% | -2.9% | -11.0% | -12.6% |
| 3M | -26.6% | +9.4% | -35.9% | -31.5% |
| 6M | +15.4% | +10.8% | +4.7% | +6.3% |
| YTD | +5.7% | -0.4% | +6.1% | +3.0% |
| 1Y | +41.1% | -10.9% | +52.0% | +49.5% |
| 3Y | +1,228.6% | +61.3% | +1,167.3% | +933.9% |
| All | +2,678.9% | +78.0% | +2,601.0% | +1,980.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling