Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CRS vs DLTR✓SelectedUSD · DLTRCRS vs DLTR performance historyLatest closeAs of-0.02%09/09
Stock and ETF performance explorer

CRS vs DLTR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+6,629.7%
DLTR return
+10,476.7%
Excess return
-3,847.1%
Maximum drawdown
-84.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDLTRExcessAlpha
1D0.0%-4.6%+4.5%+0.9%
7D-0.5%-10.2%+9.7%+1.6%
30D-18.1%-8.5%-9.6%-16.8%
3M-12.4%+5.6%-18.0%-13.8%
6M+15.9%+2.2%+13.7%+14.2%
YTD+45.8%-3.8%+49.6%+45.2%
1Y+87.8%+22.9%+64.8%+77.3%
3Y+648.7%+2.0%+646.7%+610.4%
5Y+1,416.6%+29.8%+1,386.8%+1,243.9%
10Y+1,412.7%+45.0%+1,367.7%+1,185.6%
All+6,629.7%+10,476.7%-3,847.1%+3,287.7%

Cumulative growth

Daily Returns

Daily percentage return beside DLTR.

Daily Out/Under-Performance

Portfolio return minus DLTR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DLTR 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 DLTR 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