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  • FTAI vs CRS✓SelectedUSD · CRSFTAI vs CRS performance historyLatest closeAs of+3.32%09/11
Stock and ETF performance explorer

FTAI vs CRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,076.9%
CRS return
+1,392.1%
Excess return
+1,684.9%
Maximum drawdown
-72.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCRSExcessAlpha
1D+3.3%-1.1%+4.4%+3.8%
7D-5.2%-6.8%+1.6%-2.5%
30D-17.9%-16.1%-1.8%-11.7%
3M-22.7%-21.2%-1.6%-14.9%
6M-28.0%+8.7%-36.7%-29.9%
YTD-5.0%+41.0%-45.9%-16.7%
1Y+10.4%+82.7%-72.3%-14.1%
3Y+425.2%+604.8%-179.5%+143.8%
5Y+890.3%+1,384.7%-494.3%+231.5%
All+3,076.9%+1,392.1%+1,684.9%+838.0%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling