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  • FCX vs CTAS✓SelectedUSD · CTASFCX vs CTAS performance historyLatest closeAs of+5.35%09/08
Stock and ETF performance explorer

FCX vs CTAS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+138.9%
CTAS return
+114.7%
Excess return
+24.1%
Maximum drawdown
-51.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioCTASExcessAlpha
1D+5.3%0.0%+5.3%+5.3%
7D+5.7%0.0%+5.8%+5.7%
30D+10.1%-1.0%+11.1%+10.5%
3M+20.2%+15.8%+4.4%+10.2%
6M+29.7%-1.0%+30.7%+29.1%
YTD+51.9%+7.4%+44.5%+44.0%
1Y+66.0%-0.1%+66.1%+63.7%
3Y+102.7%+66.3%+36.4%+34.4%
5Y+138.9%+111.0%+27.9%+27.1%
All+138.9%+114.7%+24.1%+27.1%

Cumulative growth

Daily Returns

Daily percentage return beside CTAS.

Daily Out/Under-Performance

Portfolio return minus CTAS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CTAS 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 5y: compounded portfolio wealth divided by compounded CTAS 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…

5y analysis · Full analysis span regression · 6 months rolling