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  • EQIX vs CRS✓SelectedUSD · CRSEQIX vs CRS performance historyLatest closeAs of+0.50%09/08
Stock and ETF performance explorer

EQIX vs CRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+238.7%
CRS return
+4,747.6%
Excess return
-4,508.9%
Maximum drawdown
-99.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCRSExcessAlpha
1D+0.5%-3.5%+4.0%+1.4%
7D+1.3%-3.1%+4.4%+2.1%
30D+0.3%-19.6%+20.0%+6.0%
3M-1.6%-8.1%+6.5%-0.1%
6M+12.2%+18.6%-6.4%+5.6%
YTD+38.0%+45.9%-7.9%+22.2%
1Y+38.9%+82.5%-43.5%+14.4%
3Y+43.8%+648.9%-605.1%-23.1%
5Y+30.4%+1,438.1%-1,407.8%-46.0%
10Y+238.6%+1,327.0%-1,088.4%+13.0%
All+238.7%+4,747.6%-4,508.9%-44.2%

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