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

CDE vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+56.1%
FDS return
+64.8%
Excess return
-8.7%
Maximum drawdown
-84.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
1D+1.2%-1.2%+2.4%+1.6%
7D-3.1%-14.0%+10.9%+2.4%
30D+9.5%-6.2%+15.7%+11.9%
3M+25.5%+10.2%+15.3%+19.0%
6M-7.9%+27.4%-35.3%-20.1%
YTD+15.6%-9.3%+24.8%+16.0%
1Y+34.0%-28.6%+62.7%+49.3%
3Y+791.9%-36.8%+828.7%+939.1%
5Y+197.7%-28.6%+226.4%+218.4%
All+56.1%+64.8%-8.7%+32.6%

Cumulative growth

Daily Returns

Daily percentage return beside FDS.

Daily Out/Under-Performance

Portfolio return minus FDS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FDS 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 FDS 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