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

CRS vs GDDY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,281.9%
GDDY return
+390.3%
Excess return
+891.5%
Maximum drawdown
-74.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGDDYExcessAlpha
1D-1.1%+1.8%-2.9%-1.6%
7D-6.8%-3.2%-3.6%-6.0%
30D-16.1%+6.8%-22.9%-18.2%
3M-21.2%+30.5%-51.6%-29.3%
6M+8.7%+13.3%-4.6%+0.8%
YTD+41.0%-21.0%+61.9%+46.1%
1Y+82.7%-34.0%+116.7%+101.3%
3Y+604.8%+33.1%+571.7%+494.2%
5Y+1,384.7%+30.3%+1,354.4%+1,152.6%
10Y+1,362.3%+205.5%+1,156.8%+968.5%
All+1,281.9%+390.3%+891.5%+1,016.5%

Cumulative growth

Daily Returns

Daily percentage return beside GDDY.

Daily Out/Under-Performance

Portfolio return minus GDDY return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × GDDY 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 GDDY 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