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  • PYPL vs CRS✓SelectedUSD · CRSPYPL vs CRS performance historyLatest closeAs of-3.24%09/08
Stock and ETF performance explorer

PYPL vs CRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+46.5%
CRS return
+1,318.1%
Excess return
-1,271.6%
Maximum drawdown
-87.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCRSExcessAlpha
1D-3.2%-3.5%+0.3%-2.4%
7D+1.7%-3.1%+4.8%+2.4%
30D-9.7%-19.6%+9.9%-5.3%
3M+29.2%-8.1%+37.3%+30.6%
6M+13.9%+18.6%-4.7%+7.6%
YTD-8.1%+45.9%-54.0%-18.3%
1Y-21.4%+82.5%-103.9%-34.5%
3Y-11.8%+648.9%-660.7%-50.0%
5Y-81.1%+1,438.1%-1,519.3%-91.3%
10Y+36.9%+1,327.0%-1,290.1%-42.9%
All+46.5%+1,318.1%-1,271.6%-39.5%

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