+189.1%
CLSK vs BAM
+81.2%
+107.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -3.0% |
| 7D | +8.0% | -2.7% | +10.6% | +11.1% |
| 30D | -27.9% | +15.5% | -43.4% | -39.9% |
| 3M | -42.3% | -6.9% | -35.4% | -39.4% |
| 6M | -50.0% | +9.9% | -59.9% | -57.5% |
| YTD | -34.3% | +1.4% | -35.7% | -39.4% |
| 1Y | -44.5% | +3.3% | -47.8% | -49.6% |
| 3Y | +74.5% | +83.6% | -9.1% | -16.7% |
| All | +189.1% | +81.2% | +107.9% | +37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling