Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CRM vs FITB✓SelectedUSD · FITBCRM vs FITB performance historyLatest closeAs of-1.99%09/09
Stock and ETF performance explorer

CRM vs FITB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,676.4%
FITB return
+102.5%
Excess return
+5,573.8%
Maximum drawdown
-70.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFITBExcessAlpha
1D-2.0%-0.6%-1.4%-1.9%
7D-5.0%-0.4%-4.6%-4.9%
30D+23.6%-5.1%+28.8%+25.0%
3M+39.6%+3.5%+36.1%+38.3%
6M+23.4%+17.2%+6.2%+18.5%
YTD-7.4%+17.6%-25.0%-11.4%
1Y-2.3%+23.4%-25.7%-7.7%
3Y+10.5%+129.7%-119.2%-9.9%
5Y-4.7%+68.4%-73.2%-17.7%
10Y+234.7%+285.6%-50.9%+128.0%
All+5,676.4%+102.5%+5,573.8%+4,490.7%

Cumulative growth

Daily Returns

Daily percentage return beside FITB.

Daily Out/Under-Performance

Portfolio return minus FITB return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FITB 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 FITB 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