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  • CRM vs CP✓SelectedUSD · CPCRM vs CP performance historyLatest closeAs of-3.90%09/08
Stock and ETF performance explorer

CRM vs CP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,793.7%
CP return
+2,412.5%
Excess return
+3,381.2%
Maximum drawdown
-70.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCPExcessAlpha
1D-3.9%-0.5%-3.4%-3.6%
7D-3.5%+2.4%-5.9%-4.7%
30D+29.3%-0.5%+29.8%+29.4%
3M+36.8%+1.4%+35.4%+35.5%
6M+23.9%+10.3%+13.6%+16.1%
YTD-5.5%+24.3%-29.8%-17.5%
1Y-0.4%+20.4%-20.9%-11.8%
3Y+12.8%+21.8%-9.0%-2.9%
5Y-3.5%+31.5%-35.0%-21.3%
10Y+238.4%+223.2%+15.2%+62.5%
All+5,793.7%+2,412.5%+3,381.2%+811.3%

Cumulative growth

Daily Returns

Daily percentage return beside CP.

Daily Out/Under-Performance

Portfolio return minus CP return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CP 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 CP 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