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  • CCL vs CRS✓SelectedUSD · CRSCCL vs CRS performance historyLatest closeAs of-2.16%09/09
Stock and ETF performance explorer

CCL vs CRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-0.9%
CRS return
+1,446.1%
Excess return
-1,447.0%
Maximum drawdown
-75.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioCRSExcessAlpha
1D-2.2%0.0%-2.1%-2.1%
7D-4.4%-0.5%-3.8%-4.2%
30D-18.2%-18.1%-0.1%-10.2%
3M-17.7%-12.4%-5.3%-13.3%
6M-13.0%+15.9%-28.9%-20.0%
YTD-24.5%+45.8%-70.3%-38.8%
1Y-26.9%+87.8%-114.7%-49.1%
3Y+50.8%+648.7%-598.0%-54.5%
5Y-0.9%+1,416.6%-1,417.6%-82.3%
All-0.9%+1,446.1%-1,447.0%-82.3%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling