Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CRH vs DLR✓SelectedUSD · DLRCRH vs DLR performance historyLatest closeAs of+1.02%09/11
Stock and ETF performance explorer

CRH vs DLR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+633.5%
DLR return
+3,599.4%
Excess return
-2,965.9%
Maximum drawdown
-65.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDLRExcessAlpha
1D+1.0%+1.7%-0.7%+0.3%
7D-6.1%+0.1%-6.2%-6.1%
30D-9.3%-4.3%-5.0%-7.8%
3M-15.2%+3.8%-19.0%-17.0%
6M-14.2%+5.8%-20.0%-16.6%
YTD-28.3%+23.5%-51.8%-34.5%
1Y-21.8%+11.1%-32.9%-25.7%
3Y+71.6%+57.9%+13.7%+39.4%
5Y+96.6%+44.0%+52.6%+61.8%
10Y+253.8%+176.0%+77.9%+108.9%
All+633.5%+3,599.4%-2,965.9%+90.1%

Cumulative growth

Daily Returns

Daily percentage return beside DLR.

Daily Out/Under-Performance

Portfolio return minus DLR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DLR 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 DLR 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