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  • CRM vs CCEP✓SelectedUSD · CCEPCRM vs CCEP performance historyLatest closeAs of-1.99%09/09
Stock and ETF performance explorer

CRM vs CCEP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,676.4%
CCEP return
+1,075.2%
Excess return
+4,601.2%
Maximum drawdown
-70.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCCEPExcessAlpha
1D-2.0%-2.6%+0.6%-0.9%
7D-5.0%-3.7%-1.3%-3.5%
30D+23.6%-2.1%+25.7%+24.5%
3M+39.6%+7.2%+32.4%+35.4%
6M+23.4%+3.3%+20.2%+20.8%
YTD-7.4%+15.7%-23.1%-14.3%
1Y-2.3%+16.6%-18.9%-10.1%
3Y+10.5%+84.3%-73.8%-18.5%
5Y-4.7%+109.0%-113.8%-34.4%
10Y+234.7%+238.1%-3.4%+71.5%
All+5,676.4%+1,075.2%+4,601.2%+1,091.0%

Cumulative growth

Daily Returns

Daily percentage return beside CCEP.

Daily Out/Under-Performance

Portfolio return minus CCEP return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CCEP 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 CCEP 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