-22.5%
CLX vs BAM
+84.5%
-107.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +1.0% |
| 7D | +12.4% | +7.9% | +4.5% | +11.2% |
| 30D | +21.1% | +16.0% | +5.1% | +18.6% |
| 3M | -3.3% | +0.6% | -4.0% | -3.6% |
| 6M | +18.8% | +10.5% | +8.3% | +17.1% |
| YTD | +3.9% | +3.2% | +0.7% | +2.8% |
| 1Y | -3.8% | +1.0% | -4.8% | -4.7% |
| 3Y | -10.5% | +84.2% | -94.8% | -18.9% |
| All | -22.5% | +84.5% | -107.0% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling