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Stock and ETF performance explorer

CF price history and return analytics

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+533.2%
VT return
+374.2%
Excess return
+159.0%
Maximum drawdown
-76.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioVTExcessAlpha
1D-3.2%0.0%-3.2%-3.2%
7D+6.0%+0.4%+5.6%+5.5%
30D+14.8%+1.0%+13.9%+13.5%
3M+14.1%+2.4%+11.7%+10.3%
6M+28.5%+12.0%+16.5%+10.3%
YTD+74.9%+15.3%+59.6%+45.0%
1Y+61.7%+22.6%+39.1%+25.2%
3Y+80.3%+74.7%+5.7%-7.9%
5Y+226.0%+66.1%+159.8%+71.2%
10Y+569.9%+225.0%+344.9%+69.6%
All+533.2%+374.2%+159.0%-1.1%

Cumulative growth

Daily Returns

Daily percentage return beside VT.

Daily Out/Under-Performance

Portfolio return minus VT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × VT 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 VT 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