Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • NET vs CMI✓SelectedUSD · CMINET vs CMI performance historyLatest closeAs of-1.96%09/04
Stock and ETF performance explorer

NET vs CMI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,449.6%
CMI return
+298.7%
Excess return
+1,150.8%
Maximum drawdown
-82.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCMIExcessAlpha
1D-2.0%+2.8%-4.8%-3.0%
7D-7.0%-0.7%-6.3%-6.7%
30D-4.8%-13.4%+8.7%+0.5%
3M+3.8%-17.0%+20.8%+10.5%
6M+50.0%-1.6%+51.7%+47.2%
YTD+41.5%+11.0%+30.5%+31.3%
1Y+32.8%+41.9%-9.1%+11.1%
3Y+335.9%+151.8%+184.1%+191.9%
5Y+113.8%+163.6%-49.8%+38.3%
All+1,449.6%+298.7%+1,150.8%+848.2%

Cumulative growth

Daily Returns

Daily percentage return beside CMI.

Daily Out/Under-Performance

Portfolio return minus CMI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CMI 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 CMI 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