Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • FLEX vs CRL✓SelectedUSD · CRLFLEX vs CRL performance historyLatest closeAs of+1.50%09/04
Stock and ETF performance explorer

FLEX vs CRL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+308.6%
CRL return
+1,379.5%
Excess return
-1,070.9%
Maximum drawdown
-96.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCRLExcessAlpha
1D+1.5%-1.7%+3.2%+2.2%
7D-0.9%-1.0%+0.1%-0.5%
30D-10.1%+10.7%-20.8%-14.2%
3M-31.3%+55.3%-86.6%-44.1%
6M+71.3%+60.7%+10.6%+34.5%
YTD+81.2%+44.6%+36.6%+47.8%
1Y+98.5%+77.7%+20.7%+45.5%
3Y+428.2%+37.6%+390.6%+303.3%
5Y+657.3%-35.8%+693.1%+690.8%
10Y+995.9%+241.7%+754.2%+411.1%
All+308.6%+1,379.5%-1,070.9%+11.1%

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