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  • FICO vs CMS✓SelectedUSD · CMSFICO vs CMS performance historyLatest closeAs of-16.68%09/04
Stock and ETF performance explorer

FICO vs CMS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+104,095.6%
CMS return
+457.8%
Excess return
+103,637.8%
Maximum drawdown
-79.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCMSExcessAlpha
1D-16.7%-0.2%-16.5%-16.6%
7D-19.2%+0.4%-19.6%-19.3%
30D-14.6%-3.6%-11.0%-13.8%
3M-20.1%-1.9%-18.2%-19.6%
6M-36.3%-11.0%-25.3%-34.3%
YTD-44.9%+0.2%-45.1%-45.0%
1Y-38.6%-1.3%-37.3%-38.5%
3Y+4.0%+35.9%-32.0%-5.6%
5Y+99.5%+23.1%+76.4%+85.1%
10Y+604.7%+117.9%+486.8%+463.1%
All+104,095.6%+457.8%+103,637.8%+53,619.5%

Cumulative growth

Daily Returns

Daily percentage return beside CMS.

Daily Out/Under-Performance

Portfolio return minus CMS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CMS 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 CMS 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