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  • XOM vs CLS✓SelectedUSD · CLSXOM vs CLS performance historyLatest closeAs of-1.69%09/04
Stock and ETF performance explorer

XOM vs CLS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+969.4%
CLS return
+3,265.4%
Excess return
-2,296.0%
Maximum drawdown
-62.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCLSExcessAlpha
1D-1.7%+0.8%-2.5%-1.8%
7D+1.8%+4.6%-2.8%+1.1%
30D+5.9%-13.9%+19.7%+7.2%
3M+5.6%-26.6%+32.1%+8.1%
6M+7.9%+15.4%-7.6%+3.2%
YTD+35.2%+5.7%+29.5%+29.9%
1Y+46.0%+41.1%+4.9%+33.3%
3Y+55.0%+1,228.6%-1,173.6%-1.7%
5Y+246.3%+3,240.6%-2,994.3%+89.1%
10Y+181.0%+2,760.3%-2,579.4%+49.6%
All+969.4%+3,265.4%-2,296.0%+368.7%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling