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  • CRM vs P✓SelectedUSD · PCRM vs P performance historyLatest closeAs of+1.94%09/11
Stock and ETF performance explorer

CRM vs P

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+238.9%
P return
+718.8%
Excess return
-479.9%
Maximum drawdown
-58.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioPExcessAlpha
1D+1.9%+4.3%-2.4%+0.9%
7D-4.4%-1.3%-3.1%-4.2%
30D+28.1%-11.9%+40.0%+31.0%
3M+48.8%+41.6%+7.2%+32.4%
6M+28.3%+58.1%-29.9%+9.3%
YTD-6.0%+46.5%-52.5%-19.3%
1Y+1.4%+19.1%-17.6%-10.2%
3Y+11.8%+150.6%-138.7%-26.5%
5Y-2.0%+271.8%-273.8%-44.9%
All+238.9%+718.8%-479.9%+51.5%

Cumulative growth

Daily Returns

Daily percentage return beside P.

Daily Out/Under-Performance

Portfolio return minus P return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…

10y analysis · Full analysis span regression · 6 months rolling