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

CLS vs CME

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,889.5%
CME return
+7,469.3%
Excess return
-5,579.8%
Maximum drawdown
-87.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCMEExcessAlpha
1D+0.8%-0.3%+1.1%+0.9%
7D+4.6%-1.6%+6.1%+5.2%
30D-13.9%+6.2%-20.1%-15.6%
3M-26.6%+10.4%-37.0%-29.5%
6M+15.4%-9.5%+24.9%+17.6%
YTD+5.7%+6.0%-0.4%+1.4%
1Y+41.1%+9.3%+31.8%+33.3%
3Y+1,228.6%+57.7%+1,170.9%+967.0%
5Y+3,240.6%+77.7%+3,163.0%+2,440.4%
10Y+2,760.3%+281.2%+2,479.1%+1,534.0%
All+1,889.5%+7,469.3%-5,579.8%+241.6%

Cumulative growth

Daily Returns

Daily percentage return beside CME.

Daily Out/Under-Performance

Portfolio return minus CME return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CME 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 CME 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