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  • ORLY vs CRS✓SelectedUSD · CRSORLY vs CRS performance historyLatest closeAs of+0.22%09/09
Stock and ETF performance explorer

ORLY vs CRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+53,560.1%
CRS return
+8,156.5%
Excess return
+45,403.7%
Maximum drawdown
-65.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCRSExcessAlpha
1D+0.2%0.0%+0.2%+0.2%
7D-1.0%-0.5%-0.5%-0.9%
30D-6.7%-18.1%+11.4%-3.4%
3M-3.8%-12.4%+8.6%-2.0%
6M-9.0%+15.9%-24.9%-12.4%
YTD-5.6%+45.8%-51.5%-13.3%
1Y-19.5%+87.8%-107.2%-30.2%
3Y+34.7%+648.7%-614.0%-14.0%
5Y+118.0%+1,416.6%-1,298.6%+15.9%
10Y+364.1%+1,412.7%-1,048.6%+120.5%
All+53,560.1%+8,156.5%+45,403.7%+14,000.8%

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