+456.5%
CLSK vs BAM
+66.1%
+390.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -2.5% |
| 7D | +1.7% | -6.1% | +7.8% | +8.6% |
| 30D | +11.1% | -13.8% | +24.9% | +29.2% |
| 3M | -14.1% | +4.4% | -18.5% | -20.6% |
| 6M | +32.9% | +6.4% | +26.5% | +19.9% |
| YTD | +26.5% | -7.1% | +33.5% | +31.0% |
| 1Y | +27.6% | -11.8% | +39.4% | +42.8% |
| 3Y | +190.9% | +50.2% | +140.8% | +74.4% |
| All | +456.5% | +66.1% | +390.4% | +196.5% |
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 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