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

CLS vs URA

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,309.9%
URA return
-31.1%
Excess return
+3,341.0%
Maximum drawdown
-80.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioURAExcessAlpha
1D+0.8%+0.8%0.0%+0.4%
7D+4.6%+1.1%+3.5%+4.1%
30D-13.9%+7.4%-21.3%-17.0%
3M-26.6%-8.4%-18.2%-22.9%
6M+15.4%-12.7%+28.1%+24.6%
YTD+5.7%+7.8%-2.1%+2.4%
1Y+41.1%+19.5%+21.7%+30.7%
3Y+1,228.6%+116.4%+1,112.2%+846.0%
5Y+3,240.6%+134.3%+3,106.4%+2,071.3%
10Y+2,760.3%+359.3%+2,401.1%+1,184.3%
All+3,309.9%-31.1%+3,341.0%+2,860.5%

Cumulative growth

Daily Returns

Daily percentage return beside URA.

Daily Out/Under-Performance

Portfolio return minus URA return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × URA 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 URA 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