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  • CIFR vs CRS✓SelectedUSD · CRSCIFR vs CRS performance historyLatest closeAs of-8.70%09/09
Stock and ETF performance explorer

CIFR vs CRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+29.3%
CRS return
+1,446.1%
Excess return
-1,416.8%
Maximum drawdown
-97.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioCRSExcessAlpha
1D-8.7%0.0%-8.7%-8.7%
7D+11.3%-0.5%+11.9%+11.7%
30D+3.5%-18.1%+21.6%+16.9%
3M-26.6%-12.4%-14.2%-20.6%
6M+18.1%+15.9%+2.2%+7.8%
YTD+14.5%+45.8%-31.3%-10.0%
1Y+83.3%+87.8%-4.5%+20.5%
3Y+461.5%+648.7%-187.3%+69.1%
5Y+29.3%+1,416.6%-1,387.3%-70.7%
All+29.3%+1,446.1%-1,416.8%-70.7%

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