Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • URI vs CG✓SelectedUSD · CGURI vs CG performance historyLatest closeAs of+1.61%09/04
Stock and ETF performance explorer

URI vs CG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,297.8%
CG return
+351.2%
Excess return
+1,946.6%
Maximum drawdown
-63.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCGExcessAlpha
1D+1.6%-1.6%+3.2%+2.6%
7D-2.0%-4.3%+2.3%+0.5%
30D-12.9%-5.1%-7.9%-10.7%
3M-6.7%+8.7%-15.4%-12.0%
6M+19.0%-9.2%+28.2%+22.9%
YTD+25.5%-18.9%+44.4%+37.5%
1Y+5.5%-25.6%+31.2%+20.7%
3Y+111.3%+57.3%+54.0%+48.4%
5Y+198.6%+10.2%+188.4%+147.1%
10Y+1,179.9%+364.2%+815.7%+352.1%
All+2,297.8%+351.2%+1,946.6%+706.4%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling