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

CLS vs XLP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,291.2%
XLP return
+523.7%
Excess return
+1,767.5%
Maximum drawdown
-96.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioXLPExcessAlpha
1D+0.8%-0.8%+1.6%+1.4%
7D+4.6%-1.0%+5.6%+5.2%
30D-13.9%-0.9%-13.0%-13.6%
3M-26.6%+3.8%-30.4%-29.5%
6M+15.4%-1.7%+17.1%+14.6%
YTD+5.7%+10.3%-4.6%-3.7%
1Y+41.1%+7.8%+33.3%+29.5%
3Y+1,228.6%+27.2%+1,201.4%+936.0%
5Y+3,240.6%+32.5%+3,208.1%+2,429.4%
10Y+2,760.3%+101.8%+2,658.6%+1,488.9%
All+2,291.2%+523.7%+1,767.5%+529.2%

Cumulative growth

Daily Returns

Daily percentage return beside XLP.

Daily Out/Under-Performance

Portfolio return minus XLP return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × XLP 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 XLP 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