Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • FAST vs CPB✓SelectedUSD · CPBFAST vs CPB performance historyLatest closeAs of+0.75%09/04
Stock and ETF performance explorer

FAST vs CPB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+499.9%
CPB return
-47.3%
Excess return
+547.2%
Maximum drawdown
-30.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCPBExcessAlpha
1D+0.8%-3.4%+4.1%+1.4%
7D-0.4%-8.6%+8.2%+1.3%
30D-0.8%-7.2%+6.5%+0.5%
3M+5.8%+0.9%+4.9%+5.1%
6M+8.0%-11.8%+19.8%+10.0%
YTD+25.6%-19.4%+45.0%+30.1%
1Y+0.8%-30.4%+31.2%+7.3%
3Y+86.1%-40.2%+126.3%+101.6%
5Y+100.2%-39.5%+139.7%+114.3%
All+499.9%-47.3%+547.2%+563.7%

Cumulative growth

Daily Returns

Daily percentage return beside CPB.

Daily Out/Under-Performance

Portfolio return minus CPB return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CPB 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 CPB 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