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  • DASH vs CL✓SelectedUSD · CLDASH vs CL performance historyLatest closeAs of-4.63%09/04
Stock and ETF performance explorer

DASH vs CL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+11.7%
CL return
+19.4%
Excess return
-7.7%
Maximum drawdown
-82.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCLExcessAlpha
1D-4.6%-1.5%-3.2%-4.7%
7D-10.6%-2.2%-8.4%-10.7%
30D+2.2%-4.8%+7.0%+1.9%
3M+32.3%+4.9%+27.4%+32.9%
6M+19.1%-5.7%+24.8%+18.4%
YTD-6.5%+14.4%-20.9%-5.5%
1Y-14.9%+8.7%-23.6%-14.1%
3Y+151.9%+30.0%+122.0%+152.4%
5Y+9.4%+28.4%-18.9%+11.0%
All+11.7%+19.4%-7.7%+25.6%

Cumulative growth

Daily Returns

Daily percentage return beside CL.

Daily Out/Under-Performance

Portfolio return minus CL return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CL 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 CL 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