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  • CRS vs DG✓SelectedUSD · DGCRS vs DG performance historyLatest closeAs of+1.68%09/04
Stock and ETF performance explorer

CRS vs DG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,708.5%
DG return
+606.1%
Excess return
+2,102.4%
Maximum drawdown
-75.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDGExcessAlpha
1D+1.7%+1.5%+0.2%+1.3%
7D-0.2%+8.4%-8.6%-2.0%
30D-16.6%+4.9%-21.6%-17.6%
3M-3.5%+29.3%-32.8%-9.5%
6M+15.4%-11.3%+26.7%+17.8%
YTD+51.2%+1.8%+49.4%+49.4%
1Y+98.3%+25.3%+73.0%+85.6%
3Y+651.5%+9.1%+642.5%+593.3%
5Y+1,411.1%-34.9%+1,446.0%+1,512.3%
10Y+1,424.3%+108.2%+1,316.2%+979.6%
All+2,708.5%+606.1%+2,102.4%+981.9%

Cumulative growth

Daily Returns

Daily percentage return beside DG.

Daily Out/Under-Performance

Portfolio return minus DG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DG 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 DG 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