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  • CRS vs FLR✓SelectedUSD · FLRCRS vs FLR performance historyLatest closeAs of+1.68%09/04
Stock and ETF performance explorer

CRS vs FLR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,296.4%
FLR return
+603.8%
Excess return
+3,692.6%
Maximum drawdown
-84.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFLRExcessAlpha
1D+1.7%-2.3%+4.0%+2.8%
7D-0.2%+5.4%-5.7%-2.7%
30D-16.6%+11.4%-28.0%-21.6%
3M-3.5%+11.4%-14.9%-9.5%
6M+15.4%+16.6%-1.2%+5.0%
YTD+51.2%+41.7%+9.5%+24.6%
1Y+98.3%+35.4%+62.9%+65.3%
3Y+651.5%+57.3%+594.2%+437.3%
5Y+1,411.1%+241.0%+1,170.1%+612.7%
10Y+1,424.3%+16.6%+1,407.7%+808.7%
All+4,296.4%+603.8%+3,692.6%+1,214.3%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling