Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • ADI vs CF✓SelectedUSD · CFADI vs CF performance historyLatest closeAs of+1.61%09/04
Stock and ETF performance explorer

ADI vs CF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+49.0%
CF return
+62.4%
Excess return
-13.4%
Maximum drawdown
-20.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioCFExcessAlpha
1D+1.6%-3.2%+4.8%+1.3%
7D+0.4%+6.0%-5.6%+1.1%
30D-3.8%+14.8%-18.6%-2.2%
3M-15.3%+14.1%-29.3%-13.8%
6M+6.7%+28.5%-21.8%+7.1%
YTD+34.8%+74.9%-40.2%+28.5%
1Y+49.0%+61.7%-12.7%+44.4%
All+49.0%+62.4%-13.4%+44.4%

Cumulative growth

Daily Returns

Daily percentage return beside CF.

Daily Out/Under-Performance

Portfolio return minus CF return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…

1y analysis · Full analysis span regression · 6 months rolling