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  • CLS vs ARMK✓SelectedUSD · ARMKCLS vs ARMK performance historyLatest closeAs of+5.64%09/08
Stock and ETF performance explorer

CLS vs ARMK

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,944.0%
ARMK return
+136.6%
Excess return
+2,807.4%
Maximum drawdown
-80.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioARMKExcessAlpha
1D+5.6%+1.4%+4.2%+5.0%
7D+12.8%+1.7%+11.1%+12.0%
30D+3.8%+3.1%+0.7%+2.2%
3M-14.6%+9.2%-23.9%-18.1%
6M+32.2%+43.7%-11.4%+12.3%
YTD+11.6%+57.4%-45.7%-9.4%
1Y+35.1%+51.9%-16.8%+10.6%
3Y+1,312.5%+125.4%+1,187.1%+857.7%
5Y+3,542.1%+149.1%+3,393.0%+2,239.3%
10Y+2,944.0%+135.4%+2,808.6%+1,779.1%
All+2,944.0%+136.6%+2,807.4%+1,779.1%

Cumulative growth

Daily Returns

Daily percentage return beside ARMK.

Daily Out/Under-Performance

Portfolio return minus ARMK return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…

10y analysis · Full analysis span regression · 6 months rolling