-17.2%
CLX vs BAM
+88.1%
-105.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | +13.6% | +5.0% | +8.7% | +12.8% |
| 30D | +29.1% | +16.6% | +12.5% | +26.2% |
| 3M | +1.6% | +2.2% | -0.6% | +1.0% |
| 6M | +18.7% | +9.7% | +9.1% | +17.0% |
| YTD | +11.1% | +5.2% | +5.9% | +9.6% |
| 1Y | +7.0% | +3.9% | +3.1% | +5.6% |
| 3Y | -10.0% | +91.5% | -101.5% | -18.9% |
| All | -17.2% | +88.1% | -105.3% | -25.8% |
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