Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • NET vs CRL✓SelectedUSD · CRLNET vs CRL performance historyLatest closeAs of-1.96%09/04
Stock and ETF performance explorer

NET vs CRL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,449.6%
CRL return
+118.3%
Excess return
+1,331.3%
Maximum drawdown
-82.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCRLExcessAlpha
1D-2.0%-1.7%-0.3%-1.1%
7D-7.0%-1.0%-5.9%-6.5%
30D-4.8%+10.7%-15.4%-9.9%
3M+3.8%+55.3%-51.5%-18.9%
6M+50.0%+60.7%-10.6%+13.6%
YTD+41.5%+44.6%-3.1%+12.1%
1Y+32.8%+77.7%-44.9%-7.5%
3Y+335.9%+37.6%+298.3%+212.4%
5Y+113.8%-35.8%+149.7%+153.2%
All+1,449.6%+118.3%+1,331.3%+788.0%

Cumulative growth

Daily Returns

Daily percentage return beside CRL.

Daily Out/Under-Performance

Portfolio return minus CRL return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CRL 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 CRL 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