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  • CSGP vs EXR✓SelectedUSD · EXRCSGP vs EXR performance historyLatest closeAs of-2.43%09/04
Stock and ETF performance explorer

CSGP vs EXR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+663.6%
EXR return
+2,662.2%
Excess return
-1,998.7%
Maximum drawdown
-72.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEXRExcessAlpha
1D-2.4%-1.2%-1.2%-1.9%
7D-4.1%-2.6%-1.5%-3.0%
30D+2.3%-7.2%+9.5%+5.5%
3M-8.2%-3.5%-4.7%-6.6%
6M-35.1%-5.3%-29.8%-33.7%
YTD-54.0%+9.4%-63.4%-55.9%
1Y-65.3%+1.3%-66.6%-65.7%
3Y-62.6%+22.4%-85.0%-66.5%
5Y-64.8%-12.2%-52.6%-64.7%
10Y+45.1%+148.6%-103.5%-9.8%
All+663.6%+2,662.2%-1,998.7%+76.4%

Cumulative growth

Daily Returns

Daily percentage return beside EXR.

Daily Out/Under-Performance

Portfolio return minus EXR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EXR 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 EXR 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