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  • DAL vs CRS✓SelectedUSD · CRSDAL vs CRS performance historyLatest closeAs of-1.51%09/08
Stock and ETF performance explorer

DAL vs CRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+126.4%
CRS return
+1,306.2%
Excess return
-1,179.8%
Maximum drawdown
-69.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCRSExcessAlpha
1D-1.5%-3.5%+2.0%+0.1%
7D+3.4%-3.1%+6.4%+4.7%
30D-13.6%-19.6%+6.1%-5.0%
3M+1.2%-8.1%+9.3%+4.0%
6M+34.5%+18.6%+15.9%+22.5%
YTD+14.7%+45.9%-31.2%-5.9%
1Y+29.2%+82.5%-53.2%-6.5%
3Y+100.0%+648.9%-548.9%-30.1%
5Y+106.3%+1,438.1%-1,331.8%-53.1%
10Y+126.4%+1,327.0%-1,200.6%-56.7%
All+126.4%+1,306.2%-1,179.8%-56.7%

Cumulative growth

Daily Returns

Daily percentage return beside CRS.

Daily Out/Under-Performance

Portfolio return minus CRS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CRS 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 CRS 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