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  • CRS vs DD✓SelectedUSD · DDCRS vs DD performance historyLatest closeAs of-1.13%09/11
Stock and ETF performance explorer

CRS vs DD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,323.2%
DD return
+66.6%
Excess return
+1,256.6%
Maximum drawdown
-74.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioDDExcessAlpha
1D-1.1%-0.3%-0.9%-0.9%
7D-6.8%-3.5%-3.3%-4.2%
30D-16.1%-11.7%-4.5%-7.8%
3M-21.2%-9.2%-11.9%-15.5%
6M+8.7%-7.2%+15.9%+14.2%
YTD+41.0%+6.6%+34.4%+31.4%
1Y+82.7%+32.0%+50.7%+42.3%
3Y+604.8%+42.1%+562.6%+393.2%
5Y+1,384.7%+58.1%+1,326.6%+828.9%
All+1,323.2%+66.6%+1,256.6%+613.9%

Cumulative growth

Daily Returns

Daily percentage return beside DD.

Daily Out/Under-Performance

Portfolio return minus DD return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DD 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 DD 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