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  • FITB vs CRS✓SelectedUSD · CRSFITB vs CRS performance historyLatest closeAs of-0.66%09/08
Stock and ETF performance explorer

FITB vs CRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,876.4%
CRS return
+9,808.6%
Excess return
-6,932.2%
Maximum drawdown
-98.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioCRSExcessAlpha
1D-0.7%-3.5%+2.9%+0.7%
7D+2.8%-3.1%+5.9%+4.0%
30D-4.5%-19.6%+15.1%+3.4%
3M+5.7%-8.1%+13.7%+7.9%
6M+17.1%+18.6%-1.5%+7.5%
YTD+18.3%+45.9%-27.5%-0.4%
1Y+23.9%+82.5%-58.6%-6.0%
3Y+131.1%+648.9%-517.8%-4.6%
5Y+71.1%+1,438.1%-1,367.0%-49.5%
10Y+283.9%+1,327.0%-1,043.1%+4.9%
All+2,876.4%+9,808.6%-6,932.2%+350.5%

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 1990-01-01 to 2026-09-08: 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling