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

CDE vs JD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+810.1%
JD return
-8.1%
Excess return
+818.2%
Maximum drawdown
-47.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 3y.

Portfolio and benchmark returns by period
PeriodPortfolioJDExcessAlpha
1D+1.6%-2.5%+4.1%+2.5%
7D-2.0%-3.0%+1.0%-0.9%
30D+15.7%-19.3%+35.0%+24.7%
3M+30.5%-6.0%+36.5%+32.6%
6M-7.4%+1.8%-9.2%-8.7%
YTD+17.9%-2.6%+20.5%+18.3%
1Y+46.7%-17.4%+64.2%+55.5%
All+810.1%-8.1%+818.2%+815.0%

Cumulative growth

Daily Returns

Daily percentage return beside JD.

Daily Out/Under-Performance

Portfolio return minus JD return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × JD 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 3y: compounded portfolio wealth divided by compounded JD 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…

3y analysis · Full analysis span regression · 6 months rolling