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  • CAT vs CLF✓SelectedUSD · CLFCAT vs CLF performance historyLatest closeAs of+1.72%09/04
Stock and ETF performance explorer

CAT vs CLF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+25,808.1%
CLF return
+714.0%
Excess return
+25,094.0%
Maximum drawdown
-73.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCLFExcessAlpha
1D+1.7%+1.8%-0.1%+1.3%
7D+1.7%+7.6%-5.9%-0.1%
30D-6.6%-1.2%-5.4%-6.4%
3M-13.3%-13.4%+0.1%-11.2%
6M+11.6%+15.4%-3.8%+6.0%
YTD+42.9%-5.9%+48.8%+40.8%
1Y+95.4%+18.8%+76.6%+78.6%
3Y+196.6%-19.4%+216.0%+179.0%
5Y+321.7%-47.7%+369.4%+317.6%
10Y+1,140.8%+130.4%+1,010.4%+617.2%
All+25,808.1%+714.0%+25,094.0%+6,813.0%

Cumulative growth

Daily Returns

Daily percentage return beside CLF.

Daily Out/Under-Performance

Portfolio return minus CLF return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CLF 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 all: compounded portfolio wealth divided by compounded CLF 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…

all analysis · Full analysis span regression · 6 months rolling