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  • CF vs CRS✓SelectedUSD · CRSCF vs CRS performance historyLatest closeAs of+2.81%09/09
Stock and ETF performance explorer

CF vs CRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+619.9%
CRS return
+1,345.8%
Excess return
-725.9%
Maximum drawdown
-60.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCRSExcessAlpha
1D+2.8%0.0%+2.8%+2.8%
7D-0.8%-0.5%-0.3%-0.7%
30D+14.3%-18.1%+32.4%+21.4%
3M+27.9%-12.4%+40.3%+31.5%
6M+25.5%+15.9%+9.6%+14.6%
YTD+81.2%+45.8%+35.4%+50.9%
1Y+66.5%+87.8%-21.2%+24.1%
3Y+76.7%+648.7%-572.1%-31.1%
5Y+237.8%+1,416.6%-1,178.8%-11.7%
10Y+619.9%+1,412.7%-792.8%+54.5%
All+619.9%+1,345.8%-725.9%+54.5%

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