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  • FIX vs CAG✓SelectedUSD · CAGFIX vs CAG performance historyLatest closeAs of+2.37%09/08
Stock and ETF performance explorer

FIX vs CAG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,993.3%
CAG return
-36.5%
Excess return
+6,029.8%
Maximum drawdown
-49.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCAGExcessAlpha
1D+2.4%-1.4%+3.8%+2.5%
7D+6.1%-5.3%+11.3%+6.4%
30D-2.7%+1.0%-3.7%-2.8%
3M-10.9%+17.4%-28.3%-12.5%
6M+29.0%-16.8%+45.8%+31.6%
YTD+76.9%-6.8%+83.7%+77.6%
1Y+130.7%-15.4%+146.1%+134.3%
3Y+790.7%-37.1%+827.8%+826.3%
5Y+2,185.6%-41.3%+2,226.8%+2,302.0%
10Y+5,993.3%-35.5%+6,028.8%+6,162.0%
All+5,993.3%-36.5%+6,029.8%+6,162.0%

Cumulative growth

Daily Returns

Daily percentage return beside CAG.

Daily Out/Under-Performance

Portfolio return minus CAG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…

10y analysis · Full analysis span regression · 6 months rolling