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  • CRS vs SIMO✓SelectedUSD · SIMOCRS vs SIMO performance historyLatest closeAs of-0.02%09/09
Stock and ETF performance explorer

CRS vs SIMO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,412.7%
SIMO return
+548.4%
Excess return
+864.3%
Maximum drawdown
-74.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioSIMOExcessAlpha
1D0.0%+2.1%-2.1%-0.5%
7D-0.5%+14.5%-15.1%-3.8%
30D-18.1%+20.4%-38.5%-22.0%
3M-12.4%+7.1%-19.6%-15.8%
6M+15.9%+129.2%-113.3%-12.3%
YTD+45.8%+201.9%-156.1%+0.5%
1Y+87.8%+235.5%-147.8%+24.4%
3Y+648.7%+463.8%+184.9%+312.2%
5Y+1,416.6%+306.7%+1,109.9%+753.5%
10Y+1,412.7%+579.5%+833.2%+522.4%
All+1,412.7%+548.4%+864.3%+522.4%

Cumulative growth

Daily Returns

Daily percentage return beside SIMO.

Daily Out/Under-Performance

Portfolio return minus SIMO return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…

10y analysis · Full analysis span regression · 6 months rolling