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  • FLUT vs CRS✓SelectedUSD · CRSFLUT vs CRS performance historyLatest closeAs of-2.18%09/04
Stock and ETF performance explorer

FLUT vs CRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,054.3%
CRS return
+11,299.6%
Excess return
-9,245.3%
Maximum drawdown
-70.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCRSExcessAlpha
1D-2.2%+1.7%-3.9%-2.3%
7D-1.6%-0.2%-1.4%-1.6%
30D+7.7%-16.6%+24.4%+9.1%
3M-0.7%-3.5%+2.8%-0.8%
6M-11.2%+15.4%-26.6%-12.5%
YTD-53.4%+51.2%-104.6%-55.2%
1Y-65.8%+98.3%-164.1%-67.8%
3Y-44.9%+651.5%-696.5%-52.8%
5Y-49.7%+1,411.1%-1,460.8%-58.8%
10Y-9.7%+1,424.3%-1,434.1%-27.8%
All+2,054.3%+11,299.6%-9,245.3%+1,566.4%

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