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  • ADSK vs CRL✓SelectedUSD · CRLADSK vs CRL performance historyLatest closeAs of-2.63%09/09
Stock and ETF performance explorer

ADSK vs CRL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,401.2%
CRL return
+1,327.4%
Excess return
+1,073.7%
Maximum drawdown
-76.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCRLExcessAlpha
1D-2.6%-0.9%-1.8%-2.3%
7D-14.5%-4.6%-9.9%-12.9%
30D-19.3%+0.5%-19.8%-19.5%
3M-7.8%+46.6%-54.4%-20.9%
6M-20.8%+57.3%-78.0%-34.6%
YTD-30.2%+39.5%-69.7%-39.9%
1Y-36.5%+76.9%-113.3%-50.6%
3Y-5.7%+39.4%-45.1%-25.6%
5Y-28.2%-37.2%+9.0%-23.8%
10Y+209.1%+253.4%-44.3%+68.5%
All+2,401.2%+1,327.4%+1,073.7%+903.2%

Cumulative growth

Daily Returns

Daily percentage return beside CRL.

Daily Out/Under-Performance

Portfolio return minus CRL return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CRL 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 CRL 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