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

CLS vs RIG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,038.3%
RIG return
-44.3%
Excess return
+3,082.6%
Maximum drawdown
-80.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioRIGExcessAlpha
1D+1.1%-0.9%+2.0%+1.3%
7D+20.1%-8.2%+28.3%+21.8%
30D+6.0%-0.2%+6.2%+5.8%
3M-10.3%-2.7%-7.6%-10.4%
6M+24.5%-7.5%+32.0%+24.6%
YTD+12.9%+38.3%-25.4%+4.4%
1Y+36.7%+81.8%-45.2%+20.2%
3Y+1,328.1%-30.2%+1,358.3%+1,324.2%
5Y+3,682.3%+59.9%+3,622.4%+2,991.6%
10Y+3,038.3%-41.9%+3,080.2%+2,025.8%
All+3,038.3%-44.3%+3,082.6%+2,025.8%

Cumulative growth

Daily Returns

Daily percentage return beside RIG.

Daily Out/Under-Performance

Portfolio return minus RIG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RIG 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 RIG 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