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  • RIG vs CLX✓SelectedUSD · CLXRIG vs CLX performance historyLatest closeAs of+1.05%09/10
Stock and ETF performance explorer

RIG vs CLX

vs
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Portfolio return
-41.4%
CLX return
+1,663.7%
Excess return
-1,705.0%
Maximum drawdown
-99.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-10.

Portfolio and benchmark returns by period
PeriodPortfolioCLXExcessAlpha
1D+1.1%-0.9%+2.0%+1.2%
7D-4.2%-5.9%+1.7%-3.4%
30D-0.7%-17.0%+16.3%+1.6%
3M-4.0%-9.6%+5.6%-3.1%
6M-6.3%-21.5%+15.2%-4.0%
YTD+39.7%-8.8%+48.5%+40.5%
1Y+78.1%-24.7%+102.8%+83.5%
3Y-29.5%-35.6%+6.2%-26.4%
5Y+65.3%-37.6%+103.0%+70.5%
10Y-41.3%-2.4%-38.9%-46.9%
All-41.4%+1,663.7%-1,705.0%-64.2%

Cumulative growth

Daily Returns

Daily percentage return beside CLX.

Daily Out/Under-Performance

Portfolio return minus CLX return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CLX 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded CLX 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…

1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling