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

CLS vs D

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,231.7%
D return
+967.3%
Excess return
+2,264.4%
Maximum drawdown
-96.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-04.

Portfolio and benchmark returns by period
PeriodPortfolioDExcessAlpha
1D+0.8%-0.4%+1.2%+0.9%
7D+4.6%+1.5%+3.1%+4.1%
30D-13.9%-2.6%-11.3%-13.1%
3M-26.6%0.0%-26.6%-26.7%
6M+15.4%+7.4%+8.1%+12.2%
YTD+5.7%+15.9%-10.2%+0.1%
1Y+41.1%+18.1%+23.0%+32.1%
3Y+1,228.6%+58.4%+1,170.2%+973.2%
5Y+3,240.6%+5.2%+3,235.4%+3,013.7%
10Y+2,760.3%+35.9%+2,724.5%+2,221.7%
All+3,231.7%+967.3%+2,264.4%+1,699.2%

Cumulative growth

Daily Returns

Daily percentage return beside D.

Daily Out/Under-Performance

Portfolio return minus D return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…

1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling