Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • FIG vs CMS✓SelectedUSD · CMSFIG vs CMS performance historyLatest closeAs of-4.36%09/04
Stock and ETF performance explorer

FIG vs CMS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-55.8%
CMS return
-1.9%
Excess return
-53.9%
Maximum drawdown
-76.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioCMSExcessAlpha
1D-4.4%-0.2%-4.2%-4.4%
7D-16.3%+0.4%-16.7%-16.2%
30D-14.3%-3.6%-10.7%-15.5%
3M+7.2%-1.9%+9.1%+8.9%
6M-18.6%-11.0%-7.7%-20.1%
YTD-35.5%+0.2%-35.7%-34.6%
1Y-55.8%-1.3%-54.5%-54.9%
All-55.8%-1.9%-53.9%-54.9%

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 1y: 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…

1y analysis · Full analysis span regression · 6 months rolling