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  • CMI vs EL✓SelectedUSD · ELCMI vs EL performance historyLatest closeAs of+1.22%09/11
Stock and ETF performance explorer

CMI vs EL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+503.2%
EL return
+26.1%
Excess return
+477.1%
Maximum drawdown
-44.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioELExcessAlpha
1D+1.2%+0.7%+0.5%+1.0%
7D-0.7%-6.5%+5.8%+1.2%
30D-12.4%+11.1%-23.5%-15.5%
3M-14.8%+10.7%-25.5%-18.1%
6M+0.8%+6.9%-6.1%-3.1%
YTD+10.2%-6.3%+16.5%+10.0%
1Y+37.4%+13.5%+24.0%+28.7%
3Y+153.3%-33.1%+186.3%+161.8%
5Y+167.6%-68.8%+236.3%+261.6%
All+503.2%+26.1%+477.1%+392.4%

Cumulative growth

Daily Returns

Daily percentage return beside EL.

Daily Out/Under-Performance

Portfolio return minus EL return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…

10y analysis · Full analysis span regression · 6 months rolling