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  • CIFR vs CPRT✓SelectedUSD · CPRTCIFR vs CPRT performance historyLatest closeAs of+4.34%09/08
Stock and ETF performance explorer

CIFR vs CPRT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+139.8%
CPRT return
-33.0%
Excess return
+172.8%
Maximum drawdown
-51.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioCPRTExcessAlpha
1D+4.3%-3.3%+7.7%+3.1%
7D+26.7%+0.4%+26.3%+26.6%
30D+7.7%+9.9%-2.2%+12.8%
3M-23.8%+5.6%-29.4%-18.7%
6M+35.9%-13.6%+49.5%+37.9%
YTD+25.4%-16.7%+42.1%+25.1%
1Y+139.8%-33.1%+172.9%+157.9%
All+139.8%-33.0%+172.8%+157.9%

Cumulative growth

Daily Returns

Daily percentage return beside CPRT.

Daily Out/Under-Performance

Portfolio return minus CPRT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CPRT 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 CPRT 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