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  • CMI vs EFV✓SelectedUSD · EFVCMI vs EFV performance historyLatest closeAs of-1.21%09/09
Stock and ETF performance explorer

CMI vs EFV

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,042.6%
EFV return
+253.2%
Excess return
+3,789.4%
Maximum drawdown
-75.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEFVExcessAlpha
1D-1.2%-0.9%-0.3%-0.2%
7D+0.7%-0.5%+1.2%+1.2%
30D-12.3%0.0%-12.3%-12.4%
3M-16.8%+8.4%-25.2%-23.9%
6M+1.5%+12.3%-10.8%-10.5%
YTD+9.8%+17.4%-7.6%-7.4%
1Y+42.6%+27.1%+15.5%+10.2%
3Y+151.0%+90.7%+60.3%+22.8%
5Y+167.0%+95.6%+71.4%+26.1%
10Y+512.2%+165.3%+346.9%+99.4%
All+4,042.6%+253.2%+3,789.4%+1,028.5%

Cumulative growth

Daily Returns

Daily percentage return beside EFV.

Daily Out/Under-Performance

Portfolio return minus EFV return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EFV 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 EFV 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