Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CRS vs FLR✓SelectedUSD · FLRCRS vs FLR performance historyLatest closeAs of-2.22%09/10
Stock and ETF performance explorer

CRS vs FLR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,401.6%
FLR return
+230.6%
Excess return
+1,171.1%
Maximum drawdown
-41.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioFLRExcessAlpha
1D-2.2%-2.3%+0.1%-1.3%
7D-4.1%-6.9%+2.8%-1.4%
30D-16.6%+1.1%-17.7%-17.1%
3M-14.3%+14.3%-28.6%-19.6%
6M+11.6%+19.1%-7.5%+2.1%
YTD+42.6%+35.1%+7.5%+23.1%
1Y+81.8%+29.5%+52.3%+58.6%
3Y+632.1%+53.0%+579.1%+434.3%
5Y+1,401.6%+238.9%+1,162.7%+655.3%
All+1,401.6%+230.6%+1,171.1%+655.3%

Cumulative growth

Daily Returns

Daily percentage return beside FLR.

Daily Out/Under-Performance

Portfolio return minus FLR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FLR 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 5y: compounded portfolio wealth divided by compounded FLR 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…

5y analysis · Full analysis span regression · 6 months rolling