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

CLS vs SM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,231.7%
SM return
+618.6%
Excess return
+2,613.1%
Maximum drawdown
-96.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSMExcessAlpha
1D+0.8%-2.5%+3.3%+1.3%
7D+4.6%+0.1%+4.5%+4.5%
30D-13.9%+26.3%-40.2%-18.1%
3M-26.6%+8.7%-35.2%-28.7%
6M+15.4%+51.7%-36.3%+3.2%
YTD+5.7%+99.0%-93.4%-11.1%
1Y+41.1%+34.6%+6.5%+27.6%
3Y+1,228.6%-7.8%+1,236.3%+1,178.0%
5Y+3,240.6%+104.8%+3,135.9%+2,516.5%
10Y+2,760.3%+7.2%+2,753.1%+1,552.3%
All+3,231.7%+618.6%+2,613.1%+1,205.9%

Cumulative growth

Daily Returns

Daily percentage return beside SM.

Daily Out/Under-Performance

Portfolio return minus SM return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × SM 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 SM 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