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  • CDE vs DT✓SelectedUSD · DTCDE vs DT performance historyLatest closeAs of+1.65%09/09
Stock and ETF performance explorer

CDE vs DT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+334.4%
DT return
+98.4%
Excess return
+235.9%
Maximum drawdown
-82.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDTExcessAlpha
1D+1.6%+0.6%+1.0%+1.4%
7D-2.0%-0.5%-1.4%-1.8%
30D+15.7%+0.1%+15.6%+15.3%
3M+30.5%+24.1%+6.4%+20.7%
6M-7.4%+30.1%-37.5%-17.3%
YTD+17.9%+16.8%+1.2%+9.0%
1Y+46.7%-0.1%+46.8%+42.6%
3Y+851.3%+6.8%+844.5%+776.1%
5Y+202.9%-28.4%+231.3%+204.3%
All+334.4%+98.4%+235.9%+190.7%

Cumulative growth

Daily Returns

Daily percentage return beside DT.

Daily Out/Under-Performance

Portfolio return minus DT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DT 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 DT 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