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  • DLR vs CMI✓SelectedUSD · CMIDLR vs CMI performance historyLatest closeAs of+0.59%09/08
Stock and ETF performance explorer

DLR vs CMI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,617.4%
CMI return
+5,070.7%
Excess return
-1,453.3%
Maximum drawdown
-56.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCMIExcessAlpha
1D+0.6%+0.1%+0.4%+0.5%
7D+3.4%+1.9%+1.5%+2.7%
30D-2.2%-12.5%+10.3%+2.6%
3M+4.7%-16.2%+20.9%+11.0%
6M+9.0%+4.9%+4.2%+5.7%
YTD+24.1%+11.1%+13.0%+17.3%
1Y+20.9%+43.4%-22.4%+3.6%
3Y+60.0%+154.1%-94.0%+9.6%
5Y+35.3%+169.5%-134.2%-10.9%
10Y+165.8%+503.8%-338.0%+21.5%
All+3,617.4%+5,070.7%-1,453.3%+619.3%

Cumulative growth

Daily Returns

Daily percentage return beside CMI.

Daily Out/Under-Performance

Portfolio return minus CMI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CMI 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 CMI 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