Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CDE vs CRL✓SelectedUSD · CRLCDE vs CRL performance historyLatest closeAs of-2.73%09/08
Stock and ETF performance explorer

CDE vs CRL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-17.3%
CRL return
+1,339.8%
Excess return
-1,357.1%
Maximum drawdown
-97.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioCRLExcessAlpha
1D-2.7%-2.7%0.0%-2.0%
7D+2.3%-0.6%+2.8%+2.5%
30D+18.8%+5.0%+13.8%+17.4%
3M+23.5%+50.6%-27.1%+9.5%
6M-8.6%+60.9%-69.6%-21.1%
YTD+16.0%+40.7%-24.7%+3.9%
1Y+42.1%+73.3%-31.3%+19.0%
3Y+835.9%+40.6%+795.3%+699.5%
5Y+197.6%-37.0%+234.6%+208.7%
10Y+39.6%+244.3%-204.7%-7.4%
All-17.3%+1,339.8%-1,357.1%-55.6%

Cumulative growth

Daily Returns

Daily percentage return beside CRL.

Daily Out/Under-Performance

Portfolio return minus CRL return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CRL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CRL 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling