-21.9%
CLX vs BAM
-8.8%
-13.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -9.2% | -2.0% | -7.3% | -9.0% |
| 30D | -11.0% | -2.9% | -8.1% | -10.7% |
| 3M | +5.0% | +9.4% | -4.3% | +4.1% |
| 6M | -18.8% | +10.8% | -29.6% | -19.8% |
| YTD | -4.4% | -0.4% | -4.0% | -6.0% |
| 1Y | -21.9% | -10.9% | -11.0% | -23.9% |
| All | -21.9% | -8.8% | -13.0% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling