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

CRM vs DAR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,676.4%
DAR return
+1,579.4%
Excess return
+4,097.0%
Maximum drawdown
-70.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDARExcessAlpha
1D-2.0%+0.6%-2.6%-2.2%
7D-5.0%-0.2%-4.8%-5.0%
30D+23.6%+7.4%+16.2%+20.6%
3M+39.6%+15.7%+23.9%+32.7%
6M+23.4%+30.0%-6.6%+12.9%
YTD-7.4%+87.5%-94.9%-24.3%
1Y-2.3%+113.4%-115.7%-24.0%
3Y+10.5%+15.3%-4.8%-1.4%
5Y-4.7%-4.3%-0.4%-12.3%
10Y+234.7%+380.2%-145.4%+69.6%
All+5,676.4%+1,579.4%+4,097.0%+1,675.0%

Cumulative growth

Daily Returns

Daily percentage return beside DAR.

Daily Out/Under-Performance

Portfolio return minus DAR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DAR 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 DAR 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