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  • CME vs DAR✓SelectedUSD · DARCME vs DAR performance historyLatest closeAs of-0.27%09/04
Stock and ETF performance explorer

CME vs DAR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+6,781.2%
DAR return
+5,568.7%
Excess return
+1,212.5%
Maximum drawdown
-77.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDARExcessAlpha
1D-0.3%-0.9%+0.6%-0.1%
7D-1.6%+1.4%-2.9%-1.9%
30D+6.2%+12.8%-6.6%+3.4%
3M+10.4%+7.4%+3.1%+8.4%
6M-9.5%+22.3%-31.8%-13.8%
YTD+6.0%+81.1%-75.1%-7.2%
1Y+9.3%+106.5%-97.2%-7.6%
3Y+57.7%+5.3%+52.4%+47.9%
5Y+77.7%-11.5%+89.2%+67.2%
10Y+281.2%+353.3%-72.1%+128.0%
All+6,781.2%+5,568.7%+1,212.5%+3,065.3%

Cumulative growth

Daily Returns

Daily percentage return beside DAR.

Daily Out/Under-Performance

Portfolio return minus DAR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DAR 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 DAR 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