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

CRS vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,323.2%
DRI return
+353.8%
Excess return
+969.4%
Maximum drawdown
-74.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D-1.1%+1.1%-2.3%-1.8%
7D-6.8%-3.2%-3.5%-5.0%
30D-16.1%-7.8%-8.3%-12.4%
3M-21.2%+0.4%-21.5%-22.3%
6M+8.7%+4.8%+3.9%+3.9%
YTD+41.0%+16.7%+24.2%+25.2%
1Y+82.7%+1.5%+81.2%+75.3%
3Y+604.8%+56.3%+548.5%+407.5%
5Y+1,384.7%+66.4%+1,318.3%+911.7%
All+1,323.2%+353.8%+969.4%+459.5%

Cumulative growth

Daily Returns

Daily percentage return beside DRI.

Daily Out/Under-Performance

Portfolio return minus DRI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DRI 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 DRI 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