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  • FLUT vs CG✓SelectedUSD · CGFLUT vs CG performance historyLatest closeAs of+0.59%09/08
Stock and ETF performance explorer

FLUT vs CG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-49.2%
CG return
+9.5%
Excess return
-58.7%
Maximum drawdown
-70.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioCGExcessAlpha
1D+0.6%-2.2%+2.8%+1.5%
7D+3.8%-1.3%+5.1%+4.4%
30D+6.3%-3.2%+9.5%+7.5%
3M-4.0%+6.2%-10.3%-7.0%
6M-10.3%-4.7%-5.6%-9.5%
YTD-53.2%-20.6%-32.5%-49.0%
1Y-65.0%-26.4%-38.7%-60.9%
3Y-43.9%+55.4%-99.3%-55.4%
5Y-49.2%+9.8%-59.1%-58.1%
All-49.2%+9.5%-58.7%-58.1%

Cumulative growth

Daily Returns

Daily percentage return beside CG.

Daily Out/Under-Performance

Portfolio return minus CG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CG 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 CG 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