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  • ORCL vs CRS✓SelectedUSD · CRSORCL vs CRS performance historyLatest closeAs of+3.08%09/04
Stock and ETF performance explorer

ORCL vs CRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+33,471.1%
CRS return
+10,171.0%
Excess return
+23,300.1%
Maximum drawdown
-84.2%

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%+1.4%+2.7%
7D+5.3%-0.2%+5.5%+5.3%
30D+10.0%-16.6%+26.6%+15.1%
3M-32.6%-3.5%-29.1%-32.4%
6M+4.9%+15.4%-10.5%-0.1%
YTD-17.8%+51.2%-68.9%-27.3%
1Y-28.0%+98.3%-126.3%-41.4%
3Y+36.0%+651.5%-615.5%-23.5%
5Y+88.7%+1,411.1%-1,322.4%-15.4%
10Y+346.9%+1,424.3%-1,077.4%+70.5%
All+33,471.1%+10,171.0%+23,300.1%+5,197.0%

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 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