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  • FN vs CRS✓SelectedUSD · CRSFN vs CRS performance historyLatest closeAs of+3.14%09/04
Stock and ETF performance explorer

FN vs CRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,689.8%
CRS return
+1,637.4%
Excess return
+2,052.3%
Maximum drawdown
-70.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCRSExcessAlpha
1D+3.1%+1.7%+1.5%+2.5%
7D-1.7%-0.2%-1.4%-1.6%
30D-22.0%-16.6%-5.4%-16.5%
3M-43.0%-3.5%-39.5%-42.1%
6M-27.7%+15.4%-43.2%-31.2%
YTD-10.5%+51.2%-61.7%-22.9%
1Y+12.5%+98.3%-85.8%-12.7%
3Y+153.8%+651.5%-497.7%+21.7%
5Y+288.0%+1,411.1%-1,123.1%+37.6%
10Y+906.4%+1,424.3%-517.9%+197.9%
All+3,689.8%+1,637.4%+2,052.3%+905.3%

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