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  • CFG vs FIVE✓SelectedUSD · FIVECFG vs FIVE performance historyLatest closeAs of-0.07%09/04
Stock and ETF performance explorer

CFG vs FIVE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+362.4%
FIVE return
+523.6%
Excess return
-161.3%
Maximum drawdown
-65.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFIVEExcessAlpha
1D-0.1%+5.1%-5.2%-1.5%
7D+1.5%+4.3%-2.7%+0.3%
30D-3.8%+12.5%-16.3%-7.2%
3M+11.5%+31.2%-19.8%+2.7%
6M+19.2%+14.4%+4.8%+13.0%
YTD+23.7%+33.9%-10.2%+12.0%
1Y+38.8%+65.1%-26.2%+17.8%
3Y+178.9%+49.0%+129.9%+127.5%
5Y+101.8%+30.3%+71.5%+64.4%
10Y+317.3%+481.1%-163.8%+128.6%
All+362.4%+523.6%-161.3%+147.5%

Cumulative growth

Daily Returns

Daily percentage return beside FIVE.

Daily Out/Under-Performance

Portfolio return minus FIVE return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FIVE 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 FIVE 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