-15.9%
CLX vs BAM
+80.8%
-96.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.4% | +1.6% |
| 7D | +8.5% | -2.0% | +10.5% | +8.9% |
| 30D | +30.0% | +13.7% | +16.3% | +27.7% |
| 3M | +3.8% | -4.8% | +8.5% | +4.2% |
| 6M | +24.6% | +7.6% | +17.0% | +23.3% |
| YTD | +12.8% | +1.2% | +11.6% | +11.9% |
| 1Y | +8.6% | -2.3% | +10.9% | +8.1% |
| 3Y | -8.6% | +84.1% | -92.7% | -17.2% |
| All | -15.9% | +80.8% | -96.7% | -24.3% |
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