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  • AXP vs CRS✓SelectedUSD · CRSAXP vs CRS performance historyLatest closeAs of-0.02%09/08
Stock and ETF performance explorer

AXP vs CRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+464.9%
CRS return
+1,306.2%
Excess return
-841.2%
Maximum drawdown
-49.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCRSExcessAlpha
1D0.0%-3.5%+3.5%+1.2%
7D+0.6%-3.1%+3.7%+1.6%
30D-4.3%-19.6%+15.3%+3.1%
3M+4.7%-8.1%+12.8%+6.6%
6M+9.0%+18.6%-9.6%-0.2%
YTD-11.1%+45.9%-57.0%-25.4%
1Y+1.3%+82.5%-81.2%-23.4%
3Y+114.5%+648.9%-534.4%-12.4%
5Y+118.0%+1,438.1%-1,320.1%-38.2%
10Y+464.9%+1,327.0%-862.1%+33.9%
All+464.9%+1,306.2%-841.2%+33.9%

Cumulative growth

Daily Returns

Daily percentage return beside CRS.

Daily Out/Under-Performance

Portfolio return minus CRS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…

10y analysis · Full analysis span regression · 6 months rolling