Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • LNG vs CRS✓SelectedUSD · CRSLNG vs CRS performance historyLatest closeAs of-0.03%09/09
Stock and ETF performance explorer

LNG vs CRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,108.4%
CRS return
+6,178.9%
Excess return
-5,070.5%
Maximum drawdown
-98.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCRSExcessAlpha
1D0.0%0.0%0.0%0.0%
7D-6.7%-0.5%-6.2%-6.5%
30D+3.9%-18.1%+22.0%+11.3%
3M+15.5%-12.4%+27.9%+19.5%
6M+10.5%+15.9%-5.4%+1.1%
YTD+43.0%+45.8%-2.9%+19.0%
1Y+18.9%+87.8%-68.9%-12.0%
3Y+74.7%+648.7%-574.1%-29.7%
5Y+231.2%+1,416.6%-1,185.4%-6.5%
10Y+544.5%+1,412.7%-868.2%+43.5%
All+1,108.4%+6,178.9%-5,070.5%+41.7%

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