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  • BBY vs CRS✓SelectedUSD · CRSBBY vs CRS performance historyLatest closeAs of+3.08%09/11
Stock and ETF performance explorer

BBY vs CRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+72,989.8%
CRS return
+9,476.5%
Excess return
+63,513.3%
Maximum drawdown
-80.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCRSExcessAlpha
1D+3.1%-1.1%+4.2%+3.4%
7D+0.6%-6.8%+7.3%+2.6%
30D+9.4%-16.1%+25.5%+14.9%
3M+19.3%-21.2%+40.5%+26.8%
6M+47.9%+8.7%+39.2%+41.3%
YTD+39.6%+41.0%-1.4%+22.4%
1Y+22.2%+82.7%-60.5%-2.0%
3Y+45.0%+604.8%-559.8%-26.9%
5Y+2.6%+1,384.7%-1,382.1%-60.7%
10Y+250.5%+1,362.3%-1,111.8%+16.6%
All+72,989.8%+9,476.5%+63,513.3%+9,285.6%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling