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  • FTI vs CRS✓SelectedUSD · CRSFTI vs CRS performance historyLatest closeAs of-0.45%09/09
Stock and ETF performance explorer

FTI vs CRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,102.5%
CRS return
+4,677.2%
Excess return
-2,574.7%
Maximum drawdown
-91.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCRSExcessAlpha
1D-0.4%0.0%-0.4%-0.4%
7D-2.3%-0.5%-1.8%-2.1%
30D+5.0%-18.1%+23.1%+15.1%
3M+13.8%-12.4%+26.3%+19.8%
6M+22.9%+15.9%+7.0%+10.8%
YTD+75.0%+45.8%+29.2%+39.9%
1Y+96.9%+87.8%+9.1%+36.5%
3Y+276.7%+648.7%-372.0%+22.4%
5Y+1,157.0%+1,416.6%-259.6%+167.9%
10Y+310.7%+1,412.7%-1,102.0%-21.3%
All+2,102.5%+4,677.2%-2,574.7%+151.1%

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