Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CRM vs CLS✓SelectedUSD · CLSCRM vs CLS performance historyLatest closeAs of-1.99%09/09
Stock and ETF performance explorer

CRM vs CLS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,676.4%
CLS return
+1,610.8%
Excess return
+4,065.6%
Maximum drawdown
-70.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCLSExcessAlpha
1D-2.0%+1.1%-3.1%-2.3%
7D-5.0%+20.1%-25.1%-9.6%
30D+23.6%+6.0%+17.6%+20.9%
3M+39.6%-10.3%+49.9%+39.6%
6M+23.4%+24.5%-1.1%+9.8%
YTD-7.4%+12.9%-20.2%-16.9%
1Y-2.3%+36.7%-39.0%-19.5%
3Y+10.5%+1,328.1%-1,317.6%-61.0%
5Y-4.7%+3,682.3%-3,687.1%-76.2%
10Y+234.7%+3,038.3%-2,803.5%-21.7%
All+5,676.4%+1,610.8%+4,065.6%+913.0%

Cumulative growth

Daily Returns

Daily percentage return beside CLS.

Daily Out/Under-Performance

Portfolio return minus CLS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CLS 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 CLS 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