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  • APLD vs CDE✓SelectedUSD · CDEAPLD vs CDE performance historyLatest closeAs of-4.13%09/09
Stock and ETF performance explorer

APLD vs CDE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+459.6%
CDE return
+320.5%
Excess return
+139.1%
Maximum drawdown
-81.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioCDEExcessAlpha
1D-4.1%+1.6%-5.8%-4.9%
7D+9.0%-2.0%+10.9%+9.8%
30D-6.6%+15.7%-22.3%-12.9%
3M-35.2%+30.5%-65.8%-43.3%
6M+0.4%-7.4%+7.8%+1.8%
YTD+10.7%+17.9%-7.2%+1.0%
1Y+78.6%+46.7%+31.8%+46.7%
3Y+423.9%+851.3%-427.4%+78.3%
All+459.6%+320.5%+139.1%+276.1%

Cumulative growth

Daily Returns

Daily percentage return beside CDE.

Daily Out/Under-Performance

Portfolio return minus CDE return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CDE 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 5y: compounded portfolio wealth divided by compounded CDE 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…

5y analysis · Full analysis span regression · 6 months rolling