Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • DPZ vs CRS✓SelectedUSD · CRSDPZ vs CRS performance historyLatest closeAs of-1.71%09/04
Stock and ETF performance explorer

DPZ vs CRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,622.1%
CRS return
+4,246.3%
Excess return
+1,375.8%
Maximum drawdown
-86.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCRSExcessAlpha
1D-1.7%+1.7%-3.4%-2.0%
7D-2.5%-0.2%-2.3%-2.5%
30D-7.0%-16.6%+9.7%-3.8%
3M+11.6%-3.5%+15.1%+11.4%
6M-15.2%+15.4%-30.6%-18.8%
YTD-17.2%+51.2%-68.4%-25.3%
1Y-24.8%+98.3%-123.1%-36.4%
3Y-8.7%+651.5%-660.2%-43.5%
5Y-28.9%+1,411.1%-1,440.0%-63.8%
10Y+153.6%+1,424.3%-1,270.7%+8.1%
All+5,622.1%+4,246.3%+1,375.8%+1,760.2%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling