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

CRS vs NTRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+9,501.6%
NTRS return
+7,800.3%
Excess return
+1,701.3%
Maximum drawdown
-84.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioNTRSExcessAlpha
1D-1.1%+1.1%-2.2%-1.7%
7D-6.8%+1.4%-8.1%-7.4%
30D-16.1%-0.7%-15.5%-15.9%
3M-21.2%+11.3%-32.5%-25.7%
6M+8.7%+35.5%-26.8%-7.5%
YTD+41.0%+40.6%+0.4%+17.1%
1Y+82.7%+49.2%+33.5%+46.9%
3Y+604.8%+167.2%+437.6%+316.6%
5Y+1,384.7%+94.9%+1,289.8%+916.4%
10Y+1,362.3%+259.5%+1,102.9%+693.0%
All+9,501.6%+7,800.3%+1,701.3%+2,828.7%

Cumulative growth

Daily Returns

Daily percentage return beside NTRS.

Daily Out/Under-Performance

Portfolio return minus NTRS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × NTRS 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 NTRS 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