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  • CRS vs EAT✓SelectedUSD · EATCRS vs EAT performance historyLatest closeAs of-3.53%09/08
Stock and ETF performance explorer

CRS vs EAT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+9,834.6%
EAT return
+11,250.4%
Excess return
-1,415.8%
Maximum drawdown
-84.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioEATExcessAlpha
1D-3.5%-3.4%-0.2%-2.5%
7D-3.1%-4.9%+1.8%-1.6%
30D-19.6%-1.2%-18.4%-19.7%
3M-8.1%+52.2%-60.3%-20.0%
6M+18.6%+65.0%-46.5%-0.4%
YTD+45.9%+55.0%-9.2%+24.0%
1Y+82.5%+42.1%+40.4%+57.3%
3Y+648.9%+614.7%+34.2%+280.4%
5Y+1,438.1%+322.7%+1,115.4%+769.2%
10Y+1,327.0%+382.0%+944.9%+573.3%
All+9,834.6%+11,250.4%-1,415.8%+2,573.5%

Cumulative growth

Daily Returns

Daily percentage return beside EAT.

Daily Out/Under-Performance

Portfolio return minus EAT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EAT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EAT 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling