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  • XLE vs CLS✓SelectedUSD · CLSXLE vs CLS performance historyLatest closeAs of+1.11%09/08
Stock and ETF performance explorer

XLE vs CLS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+170.7%
CLS return
+2,932.8%
Excess return
-2,762.1%
Maximum drawdown
-66.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCLSExcessAlpha
1D+1.1%+5.6%-4.5%0.0%
7D0.0%+12.8%-12.8%-2.5%
30D+12.6%+3.8%+8.8%+11.2%
3M+11.8%-14.6%+26.5%+13.0%
6M+16.1%+32.2%-16.2%+4.0%
YTD+46.9%+11.6%+35.2%+34.8%
1Y+53.3%+35.1%+18.2%+30.7%
3Y+54.9%+1,312.5%-1,257.6%-43.7%
5Y+225.7%+3,542.1%-3,316.4%-22.5%
10Y+170.7%+2,944.0%-2,773.3%-47.5%
All+170.7%+2,932.8%-2,762.1%-47.5%

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