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

CLS vs PM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,803.5%
PM return
+752.6%
Excess return
+4,050.8%
Maximum drawdown
-80.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioPMExcessAlpha
1D+0.8%-2.0%+2.8%+1.6%
7D+4.6%-4.9%+9.4%+6.7%
30D-13.9%-3.4%-10.5%-12.9%
3M-26.6%+5.2%-31.7%-29.3%
6M+15.4%+3.7%+11.7%+10.5%
YTD+5.7%+15.8%-10.1%-4.3%
1Y+41.1%+17.4%+23.7%+25.7%
3Y+1,228.6%+116.9%+1,111.7%+702.5%
5Y+3,240.6%+117.3%+3,123.3%+1,888.5%
10Y+2,760.3%+193.8%+2,566.6%+1,263.3%
All+4,803.5%+752.6%+4,050.8%+910.5%

Cumulative growth

Daily Returns

Daily percentage return beside PM.

Daily Out/Under-Performance

Portfolio return minus PM return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × PM 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 PM 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