-1.2%
CLX vs BAM
+2.7%
-3.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | 0.0% |
| 7D | +13.6% | +9.7% | +3.9% | +11.0% |
| 30D | +23.4% | +19.0% | +4.4% | +18.4% |
| 3M | -2.8% | +0.6% | -3.4% | -3.8% |
| 6M | +14.0% | +11.1% | +2.9% | +11.1% |
| YTD | +4.2% | +4.2% | 0.0% | +0.1% |
| 1Y | -1.2% | +3.3% | -4.5% | -5.1% |
| All | -1.2% | +2.7% | -3.8% | -5.1% |
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 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