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  • BBY vs CRL✓SelectedUSD · CRLBBY vs CRL performance historyLatest closeAs of-1.04%09/08
Stock and ETF performance explorer

BBY vs CRL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+489.2%
CRL return
+1,339.8%
Excess return
-850.6%
Maximum drawdown
-78.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioCRLExcessAlpha
1D-1.0%-2.7%+1.6%-0.2%
7D+8.1%-0.6%+8.7%+8.3%
30D+8.9%+5.0%+4.0%+7.2%
3M+22.0%+50.6%-28.5%+6.2%
6M+37.8%+60.9%-23.1%+16.3%
YTD+37.3%+40.7%-3.4%+20.2%
1Y+21.6%+73.3%-51.8%-1.0%
3Y+41.5%+40.6%+0.9%+16.9%
5Y+1.2%-37.0%+38.2%+4.5%
10Y+237.8%+244.3%-6.5%+100.4%
All+489.2%+1,339.8%-850.6%+128.3%

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 1990-01-01 to 2026-09-08: 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling