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  • T vs CRS✓SelectedUSD · CRST vs CRS performance historyLatest closeAs of-1.95%09/04
Stock and ETF performance explorer

T vs CRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,872.1%
CRS return
+10,171.0%
Excess return
-8,298.9%
Maximum drawdown
-63.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCRSExcessAlpha
1D-1.9%+1.7%-3.6%-2.2%
7D-1.3%-0.2%-1.0%-1.2%
30D+11.4%-16.6%+28.0%+14.4%
3M+14.3%-3.5%+17.8%+14.3%
6M-9.3%+15.4%-24.7%-12.4%
YTD+7.1%+51.2%-44.1%-1.3%
1Y-9.1%+98.3%-107.4%-20.6%
3Y+105.3%+651.5%-546.2%+37.6%
5Y+66.8%+1,411.1%-1,344.3%-4.5%
10Y+66.8%+1,424.3%-1,357.6%-13.3%
All+1,872.1%+10,171.0%-8,298.9%+568.9%

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