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  • RF vs CAG✓SelectedUSD · CAGRF vs CAG performance historyLatest closeAs of-0.07%09/04
Stock and ETF performance explorer

RF vs CAG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+15.7%
CAG return
-13.1%
Excess return
+28.8%
Maximum drawdown
-18.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioCAGExcessAlpha
1D-0.1%-0.9%+0.8%0.0%
7D+1.3%-3.8%+5.1%+1.8%
30D-3.6%+3.1%-6.7%-4.1%
3M+8.1%+23.5%-15.4%+4.6%
6M+11.5%-14.8%+26.3%+12.8%
YTD+15.6%-5.4%+21.0%+14.4%
1Y+15.7%-11.8%+27.5%+14.0%
All+15.7%-13.1%+28.8%+14.0%

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 1y: 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…

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