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  • DIA vs CLS✓SelectedUSD · CLSDIA vs CLS performance historyLatest closeAs of-0.75%09/09
Stock and ETF performance explorer

DIA vs CLS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+251.0%
CLS return
+3,003.3%
Excess return
-2,752.2%
Maximum drawdown
-36.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCLSExcessAlpha
1D-0.7%+1.1%-1.9%-0.9%
7D-1.2%+20.1%-21.3%-4.0%
30D-2.7%+6.0%-8.7%-3.9%
3M+3.3%-10.3%+13.6%+3.7%
6M+10.4%+24.5%-14.1%+3.8%
YTD+10.0%+12.9%-2.9%+4.0%
1Y+16.2%+36.7%-20.5%+4.6%
3Y+58.7%+1,328.1%-1,269.3%-19.0%
5Y+63.6%+3,682.3%-3,618.7%-36.3%
10Y+251.0%+3,038.3%-2,787.2%+18.6%
All+251.0%+3,003.3%-2,752.2%+18.6%

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 10y: 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…

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