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

FCX vs CP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,015.5%
CP return
+8,062.2%
Excess return
-7,046.7%
Maximum drawdown
-92.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCPExcessAlpha
1D+0.2%+0.3%-0.1%0.0%
7D-4.9%-2.7%-2.2%-3.1%
30D+4.8%+0.2%+4.6%+4.6%
3M+4.6%+2.6%+2.0%+2.2%
6M+10.8%+6.0%+4.9%+5.4%
YTD+44.2%+24.9%+19.3%+21.8%
1Y+59.6%+20.1%+39.5%+38.5%
3Y+82.2%+16.4%+65.9%+60.3%
5Y+115.6%+31.7%+83.9%+74.5%
10Y+670.6%+223.9%+446.7%+252.1%
All+1,015.5%+8,062.2%-7,046.7%+51.6%

Cumulative growth

Daily Returns

Daily percentage return beside CP.

Daily Out/Under-Performance

Portfolio return minus CP return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CP 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 CP 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