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  • FCX vs CFG✓SelectedUSD · CFGFCX vs CFG performance historyLatest closeAs of+0.23%09/04
Stock and ETF performance explorer

FCX vs CFG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+152.8%
CFG return
+396.4%
Excess return
-243.6%
Maximum drawdown
-88.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCFGExcessAlpha
1D+0.2%-0.1%+0.3%+0.3%
7D-4.9%+1.5%-6.4%-5.8%
30D+4.8%-3.8%+8.6%+7.3%
3M+4.6%+11.5%-6.9%-3.2%
6M+10.8%+19.2%-8.4%-1.6%
YTD+44.2%+23.7%+20.5%+24.2%
1Y+59.6%+38.8%+20.7%+26.8%
3Y+82.2%+178.9%-96.7%-12.7%
5Y+115.6%+101.8%+13.8%+22.4%
10Y+670.6%+317.3%+353.3%+123.8%
All+152.8%+396.4%-243.6%-32.9%

Cumulative growth

Daily Returns

Daily percentage return beside CFG.

Daily Out/Under-Performance

Portfolio return minus CFG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CFG 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 CFG 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