Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CRDO vs DLTR✓SelectedUSD · DLTRCRDO vs DLTR performance historyLatest closeAs of+1.65%09/11
Stock and ETF performance explorer

CRDO vs DLTR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,298.7%
DLTR return
-8.6%
Excess return
+1,307.3%
Maximum drawdown
-62.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDLTRExcessAlpha
1D+1.6%-0.4%+2.1%+1.7%
7D-4.5%-10.1%+5.6%-3.7%
30D-39.2%-8.1%-31.1%-38.9%
3M-38.5%+2.9%-41.3%-39.0%
6M+40.6%+4.3%+36.2%+39.0%
YTD+13.2%-3.9%+17.2%+12.7%
1Y+2.3%+18.9%-16.6%-1.3%
3Y+942.5%+1.9%+940.6%+928.8%
All+1,298.7%-8.6%+1,307.3%+1,201.5%

Cumulative growth

Daily Returns

Daily percentage return beside DLTR.

Daily Out/Under-Performance

Portfolio return minus DLTR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DLTR 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 DLTR 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