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  • CLS vs VYM✓SelectedUSD · VYMCLS vs VYM performance historyLatest closeAs of+5.64%09/08
Stock and ETF performance explorer

CLS vs VYM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,301.8%
VYM return
+490.3%
Excess return
+2,811.5%
Maximum drawdown
-80.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioVYMExcessAlpha
1D+5.6%-0.4%+6.1%+6.2%
7D+12.8%+0.1%+12.6%+12.6%
30D+3.8%-1.3%+5.1%+5.5%
3M-14.6%+4.1%-18.7%-18.5%
6M+32.2%+9.8%+22.4%+19.5%
YTD+11.6%+15.3%-3.7%-5.0%
1Y+35.1%+20.0%+15.0%+10.3%
3Y+1,312.5%+66.2%+1,246.3%+713.2%
5Y+3,542.1%+77.5%+3,464.5%+1,881.1%
10Y+2,944.0%+201.7%+2,742.3%+839.0%
All+3,301.8%+490.3%+2,811.5%+427.6%

Cumulative growth

Daily Returns

Daily percentage return beside VYM.

Daily Out/Under-Performance

Portfolio return minus VYM return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × VYM 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 VYM 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