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Stock and ETF performance explorer

CIGI price history and return analytics

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,019.5%
VT return
+371.8%
Excess return
+647.7%
Maximum drawdown
-60.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioVTExcessAlpha
1D-3.8%-0.5%-3.3%-3.4%
7D-3.9%+1.0%-4.9%-4.6%
30D-6.1%-0.2%-5.9%-5.9%
3M-1.4%+4.5%-5.9%-5.1%
6M-17.7%+14.1%-31.8%-26.4%
YTD-35.1%+14.8%-49.8%-42.1%
1Y-42.7%+21.2%-63.8%-51.0%
3Y-15.8%+76.6%-92.4%-46.3%
5Y-29.4%+66.6%-96.0%-52.3%
10Y+129.8%+222.3%-92.5%+1.2%
All+1,019.5%+371.8%+647.7%+377.7%

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