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  • PBR vs CRS✓SelectedUSD · CRSPBR vs CRS performance historyLatest closeAs of+0.48%09/09
Stock and ETF performance explorer

PBR vs CRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,641.2%
CRS return
+4,736.7%
Excess return
-3,095.5%
Maximum drawdown
-95.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCRSExcessAlpha
1D+0.5%0.0%+0.5%+0.5%
7D+0.3%-0.5%+0.9%+0.4%
30D+17.5%-18.1%+35.6%+27.8%
3M+20.9%-12.4%+33.3%+26.0%
6M+20.2%+15.9%+4.3%+7.8%
YTD+84.3%+45.8%+38.5%+46.9%
1Y+77.1%+87.8%-10.6%+22.4%
3Y+100.8%+648.7%-547.9%-36.0%
5Y+556.1%+1,416.6%-860.5%+29.3%
10Y+676.1%+1,412.7%-736.6%+27.5%
All+1,641.2%+4,736.7%-3,095.5%+88.5%

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