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  • FANG vs CRL✓SelectedUSD · CRLFANG vs CRL performance historyLatest closeAs of+1.36%09/10
Stock and ETF performance explorer

FANG vs CRL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,443.7%
CRL return
+608.7%
Excess return
+835.0%
Maximum drawdown
-88.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCRLExcessAlpha
1D+1.4%-1.9%+3.3%+1.9%
7D+1.2%-6.9%+8.1%+3.4%
30D+2.4%-3.2%+5.6%+3.2%
3M+5.1%+46.5%-41.5%-7.8%
6M+16.4%+63.1%-46.7%-3.0%
YTD+39.0%+36.9%+2.1%+21.5%
1Y+50.6%+78.1%-27.5%+19.2%
3Y+46.9%+36.7%+10.2%+18.7%
5Y+238.2%-38.1%+276.3%+263.9%
10Y+181.3%+246.6%-65.4%+32.3%
All+1,443.7%+608.7%+835.0%+429.8%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling