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  • CME vs CRS✓SelectedUSD · CRSCME vs CRS performance historyLatest closeAs of-1.09%09/08
Stock and ETF performance explorer

CME vs CRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+6,706.3%
CRS return
+10,343.5%
Excess return
-3,637.1%
Maximum drawdown
-77.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCRSExcessAlpha
1D-1.1%-3.5%+2.4%-0.3%
7D-2.9%-3.1%+0.2%-2.2%
30D+5.5%-19.6%+25.1%+10.7%
3M+11.0%-8.1%+19.1%+12.1%
6M-9.7%+18.6%-28.3%-15.1%
YTD+4.9%+45.9%-41.0%-6.6%
1Y+10.1%+82.5%-72.4%-8.3%
3Y+53.5%+648.9%-595.4%-16.0%
5Y+77.2%+1,438.1%-1,361.0%-25.1%
10Y+282.1%+1,327.0%-1,044.9%+38.1%
All+6,706.3%+10,343.5%-3,637.1%+1,387.3%

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 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