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  • CF vs QSR✓SelectedUSD · QSRCF vs QSR performance historyLatest closeAs of+0.73%09/08
Stock and ETF performance explorer

CF vs QSR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+574.3%
QSR return
+122.5%
Excess return
+451.8%
Maximum drawdown
-60.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioQSRExcessAlpha
1D+0.7%-2.4%+3.1%+1.8%
7D-0.9%+0.1%-1.0%-1.0%
30D+18.1%+5.9%+12.2%+14.9%
3M+23.4%+10.5%+12.9%+17.2%
6M+17.1%+7.7%+9.4%+11.9%
YTD+76.2%+16.8%+59.4%+61.7%
1Y+62.3%+30.9%+31.4%+40.1%
3Y+71.8%+28.2%+43.6%+45.9%
5Y+234.6%+45.0%+189.6%+159.5%
10Y+574.3%+127.3%+447.0%+313.0%
All+574.3%+122.5%+451.8%+313.0%

Cumulative growth

Daily Returns

Daily percentage return beside QSR.

Daily Out/Under-Performance

Portfolio return minus QSR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × QSR 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 QSR 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