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  • CLS vs CI✓SelectedUSD · CICLS vs CI performance historyLatest closeAs of+0.81%09/04
Stock and ETF performance explorer

CLS vs CI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,757.7%
CI return
+146.1%
Excess return
+2,611.7%
Maximum drawdown
-80.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCIExcessAlpha
1D+0.8%-1.3%+2.1%+1.1%
7D+4.6%+1.3%+3.3%+4.3%
30D-13.9%+4.4%-18.3%-14.8%
3M-26.6%+0.7%-27.2%-26.9%
6M+15.4%+0.3%+15.1%+14.5%
YTD+5.7%+3.8%+1.9%+3.9%
1Y+41.1%-5.5%+46.6%+40.2%
3Y+1,228.6%+8.1%+1,220.5%+1,084.9%
5Y+3,240.6%+42.8%+3,197.8%+2,476.6%
All+2,757.7%+146.1%+2,611.7%+1,807.2%

Cumulative growth

Daily Returns

Daily percentage return beside CI.

Daily Out/Under-Performance

Portfolio return minus CI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CI 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 CI 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