Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • DG vs CRL✓SelectedUSD · CRLDG vs CRL performance historyLatest closeAs of-4.01%09/08
Stock and ETF performance explorer

DG vs CRL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-37.9%
CRL return
-37.4%
Excess return
-0.5%
Maximum drawdown
-72.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioCRLExcessAlpha
1D-4.0%-2.7%-1.3%-3.7%
7D-2.5%-0.6%-1.9%-2.4%
30D+1.0%+5.0%-3.9%+0.4%
3M+20.3%+50.6%-30.3%+14.4%
6M-11.7%+60.9%-72.7%-16.9%
YTD-2.3%+40.7%-43.1%-6.9%
1Y+20.0%+73.3%-53.3%+11.7%
3Y+7.2%+40.6%-33.3%+0.8%
5Y-37.9%-37.0%-1.0%-38.0%
All-37.9%-37.4%-0.5%-38.0%

Cumulative growth

Daily Returns

Daily percentage return beside CRL.

Daily Out/Under-Performance

Portfolio return minus CRL return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CRL 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 5y: compounded portfolio wealth divided by compounded CRL 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…

5y analysis · Full analysis span regression · 6 months rolling