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  • CLS vs IT✓SelectedUSD · ITCLS vs IT performance historyLatest closeAs of+1.10%09/09
Stock and ETF performance explorer

CLS vs IT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,038.3%
IT return
+88.4%
Excess return
+2,949.8%
Maximum drawdown
-80.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioITExcessAlpha
1D+1.1%-1.7%+2.8%+1.7%
7D+20.1%-9.1%+29.2%+23.8%
30D+6.0%-12.2%+18.2%+10.1%
3M-10.3%+7.8%-18.1%-15.4%
6M+24.5%+2.0%+22.5%+17.5%
YTD+12.9%-32.7%+45.6%+25.0%
1Y+36.7%-31.1%+67.8%+46.9%
3Y+1,328.1%-52.1%+1,380.2%+1,697.4%
5Y+3,682.3%-46.3%+3,728.6%+4,298.2%
10Y+3,038.3%+91.4%+2,946.9%+2,023.5%
All+3,038.3%+88.4%+2,949.8%+2,023.5%

Cumulative growth

Daily Returns

Daily percentage return beside IT.

Daily Out/Under-Performance

Portfolio return minus IT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × IT 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 IT 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