Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CLX vs CRS✓SelectedUSD · CRSCLX vs CRS performance historyLatest closeAs of-1.30%09/04
Stock and ETF performance explorer

CLX vs CRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,336.0%
CRS return
+10,171.0%
Excess return
-7,835.0%
Maximum drawdown
-56.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCRSExcessAlpha
1D-1.3%+1.7%-3.0%-1.4%
7D-9.2%-0.2%-9.0%-9.2%
30D-11.0%-16.6%+5.6%-9.9%
3M+5.0%-3.5%+8.5%+5.1%
6M-18.8%+15.4%-34.3%-20.0%
YTD-4.4%+51.2%-55.6%-7.7%
1Y-21.9%+98.3%-120.1%-26.3%
3Y-32.8%+651.5%-684.3%-43.7%
5Y-34.6%+1,411.1%-1,445.7%-49.0%
10Y-4.7%+1,424.3%-1,429.0%-30.5%
All+2,336.0%+10,171.0%-7,835.0%+1,101.4%

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