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  • CRS vs CP✓SelectedUSD · CPCRS vs CP performance historyLatest closeAs of-3.53%09/08
Stock and ETF performance explorer

CRS vs CP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,438.1%
CP return
+34.0%
Excess return
+1,404.1%
Maximum drawdown
-41.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioCPExcessAlpha
1D-3.5%-0.5%-3.0%-3.2%
7D-3.1%+2.4%-5.5%-4.4%
30D-19.6%-0.5%-19.1%-19.5%
3M-8.1%+1.4%-9.5%-9.3%
6M+18.6%+10.3%+8.2%+11.2%
YTD+45.9%+24.3%+21.6%+26.6%
1Y+82.5%+20.4%+62.0%+61.1%
3Y+648.9%+21.8%+627.1%+532.6%
5Y+1,438.1%+31.5%+1,406.6%+1,122.8%
All+1,438.1%+34.0%+1,404.1%+1,122.8%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling