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

CDE vs DD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+56.1%
DD return
+66.6%
Excess return
-10.5%
Maximum drawdown
-84.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioDDExcessAlpha
1D+1.2%-0.3%+1.4%+1.3%
7D-3.1%-3.5%+0.4%-1.2%
30D+9.5%-11.7%+21.1%+17.4%
3M+25.5%-9.2%+34.7%+33.3%
6M-7.9%-7.2%-0.7%-3.0%
YTD+15.6%+6.6%+8.9%+13.5%
1Y+34.0%+32.0%+2.0%+16.5%
3Y+791.9%+42.1%+749.8%+643.0%
5Y+197.7%+58.1%+139.7%+131.7%
All+56.1%+66.6%-10.5%-5.8%

Cumulative growth

Daily Returns

Daily percentage return beside DD.

Daily Out/Under-Performance

Portfolio return minus DD return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DD 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 DD 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