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  • CRS vs DTE✓SelectedUSD · DTECRS vs DTE performance historyLatest closeAs of-0.02%09/09
Stock and ETF performance explorer

CRS vs DTE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+9,832.2%
DTE return
+3,490.3%
Excess return
+6,341.9%
Maximum drawdown
-84.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDTEExcessAlpha
1D0.0%-0.9%+0.9%+0.4%
7D-0.5%0.0%-0.6%-0.6%
30D-18.1%-0.5%-17.6%-17.9%
3M-12.4%-6.0%-6.4%-9.8%
6M+15.9%-7.2%+23.1%+19.9%
YTD+45.8%+7.2%+38.7%+39.5%
1Y+87.8%+4.1%+83.7%+82.2%
3Y+648.7%+46.9%+601.8%+489.1%
5Y+1,416.6%+32.9%+1,383.7%+1,151.0%
10Y+1,412.7%+144.5%+1,268.2%+812.9%
All+9,832.2%+3,490.3%+6,341.9%+2,736.5%

Cumulative growth

Daily Returns

Daily percentage return beside DTE.

Daily Out/Under-Performance

Portfolio return minus DTE return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DTE 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 DTE 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