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  • URI vs CRS✓SelectedUSD · CRSURI vs CRS performance historyLatest closeAs of+1.61%09/04
Stock and ETF performance explorer

URI vs CRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+6,893.4%
CRS return
+3,426.5%
Excess return
+3,467.0%
Maximum drawdown
-93.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCRSExcessAlpha
1D+1.6%+1.7%-0.1%+0.8%
7D-2.0%-0.2%-1.7%-1.9%
30D-12.9%-16.6%+3.7%-5.4%
3M-6.7%-3.5%-3.3%-6.0%
6M+19.0%+15.4%+3.6%+8.9%
YTD+25.5%+51.2%-25.7%+0.4%
1Y+5.5%+98.3%-92.8%-28.5%
3Y+111.3%+651.5%-540.2%-30.9%
5Y+198.6%+1,411.1%-1,212.6%-34.9%
10Y+1,179.9%+1,424.3%-244.4%+144.0%
All+6,893.4%+3,426.5%+3,467.0%+670.9%

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