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  • CDE vs QXO✓SelectedUSD · QXOCDE vs QXO performance historyLatest closeAs of-3.40%09/14
Stock and ETF performance explorer

CDE vs QXO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+63.9%
QXO return
+32.3%
Excess return
+31.7%
Maximum drawdown
-84.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioQXOExcessAlpha
1D-3.4%-1.6%-1.8%-3.3%
7D-6.4%-9.3%+2.9%-5.9%
30D+5.7%-16.5%+22.2%+6.7%
3M+15.6%-27.2%+42.8%+17.4%
6M-1.4%-40.0%+38.6%+1.1%
YTD+11.6%-37.2%+48.8%+14.2%
1Y+28.2%-41.7%+69.8%+31.4%
3Y+769.1%-43.4%+812.5%+661.5%
5Y+181.5%-69.5%+251.0%+152.0%
10Y+63.9%+32.3%+31.7%+17.7%
All+63.9%+32.3%+31.7%+17.7%

Cumulative growth

Daily Returns

Daily percentage return beside QXO.

Daily Out/Under-Performance

Portfolio return minus QXO return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × QXO 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 QXO 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