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  • CDE vs BP✓SelectedUSD · BPCDE vs BP performance historyLatest closeAs of+1.18%09/11
Stock and ETF performance explorer

CDE vs BP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+56.1%
BP return
+137.7%
Excess return
-81.6%
Maximum drawdown
-84.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioBPExcessAlpha
1D+1.2%0.0%+1.1%+1.2%
7D-3.1%+5.2%-8.3%-5.7%
30D+9.5%+8.7%+0.8%+4.4%
3M+25.5%+9.3%+16.1%+17.9%
6M-7.9%+13.6%-21.5%-16.9%
YTD+15.6%+37.7%-22.1%-7.2%
1Y+34.0%+40.6%-6.6%+5.7%
3Y+791.9%+40.3%+751.6%+600.4%
5Y+197.7%+141.4%+56.3%+70.5%
All+56.1%+137.7%-81.6%-24.0%

Cumulative growth

Daily Returns

Daily percentage return beside BP.

Daily Out/Under-Performance

Portfolio return minus BP return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…

10y analysis · Full analysis span regression · 6 months rolling