Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • SE vs CG✓SelectedUSD · CGSE vs CG performance historyLatest closeAs of+1.11%09/08
Stock and ETF performance explorer

SE vs CG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-67.0%
CG return
+9.5%
Excess return
-76.5%
Maximum drawdown
-90.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioCGExcessAlpha
1D+1.1%-2.2%+3.3%+2.4%
7D+0.6%-1.3%+1.9%+1.3%
30D-0.1%-3.2%+3.1%+1.4%
3M+34.1%+6.2%+27.9%+27.0%
6M+23.2%-4.7%+27.9%+24.2%
YTD-11.2%-20.6%+9.5%-0.6%
1Y-40.5%-26.4%-14.2%-31.0%
3Y+196.3%+55.4%+140.9%+70.0%
5Y-67.0%+9.8%-76.9%-74.0%
All-67.0%+9.5%-76.5%-74.0%

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