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  • CLF vs DRI✓SelectedUSD · DRICLF vs DRI performance historyLatest closeAs of+1.79%09/04
Stock and ETF performance explorer

CLF vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+302.7%
DRI return
+7,577.6%
Excess return
-7,274.9%
Maximum drawdown
-98.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D+1.8%-0.5%+2.3%+2.0%
7D+7.6%+0.6%+7.0%+7.4%
30D-1.2%+3.8%-5.0%-3.0%
3M-13.4%+13.0%-26.4%-18.2%
6M+15.4%+8.3%+7.1%+10.7%
YTD-5.9%+20.6%-26.5%-14.0%
1Y+18.8%+6.5%+12.4%+14.3%
3Y-19.4%+53.7%-73.1%-34.4%
5Y-47.7%+72.7%-120.4%-60.0%
10Y+130.4%+363.2%-232.8%+11.4%
All+302.7%+7,577.6%-7,274.9%+2.3%

Cumulative growth

Daily Returns

Daily percentage return beside DRI.

Daily Out/Under-Performance

Portfolio return minus DRI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DRI 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 DRI 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