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

CRS vs SIMO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,506.3%
SIMO return
+3,332.4%
Excess return
-826.0%
Maximum drawdown
-84.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSIMOExcessAlpha
1D+1.7%+8.7%-7.0%-0.5%
7D-0.2%+4.2%-4.5%-1.4%
30D-16.6%+4.1%-20.7%-18.2%
3M-3.5%-12.9%+9.4%-2.8%
6M+15.4%+110.3%-94.9%-11.0%
YTD+51.2%+178.6%-127.4%+7.1%
1Y+98.3%+220.0%-121.7%+34.5%
3Y+651.5%+409.0%+242.5%+340.6%
5Y+1,411.1%+277.3%+1,133.8%+801.1%
10Y+1,424.3%+506.6%+917.7%+653.5%
All+2,506.3%+3,332.4%-826.0%+450.7%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling