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

CLF vs FIVE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-69.3%
FIVE return
+868.1%
Excess return
-937.4%
Maximum drawdown
-97.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFIVEExcessAlpha
1D+1.8%+5.1%-3.3%-0.1%
7D+7.6%+4.3%+3.3%+5.9%
30D-1.2%+12.5%-13.7%-5.8%
3M-13.4%+31.2%-44.6%-22.0%
6M+15.4%+14.4%+1.1%+7.9%
YTD-5.9%+33.9%-39.8%-17.2%
1Y+18.8%+65.1%-46.2%-3.0%
3Y-19.4%+49.0%-68.4%-37.3%
5Y-47.7%+30.3%-78.0%-59.1%
10Y+130.4%+481.1%-350.7%+5.0%
All-69.3%+868.1%-937.4%-87.2%

Cumulative growth

Daily Returns

Daily percentage return beside FIVE.

Daily Out/Under-Performance

Portfolio return minus FIVE return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FIVE 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 FIVE 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