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

CDE vs ROL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+56.1%
ROL return
+211.6%
Excess return
-155.6%
Maximum drawdown
-84.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioROLExcessAlpha
1D+1.2%+0.5%+0.7%+1.0%
7D-3.1%-3.2%0.0%-1.9%
30D+9.5%-4.9%+14.4%+11.4%
3M+25.5%-25.8%+51.3%+40.4%
6M-7.9%-37.6%+29.7%+10.4%
YTD+15.6%-41.5%+57.0%+42.3%
1Y+34.0%-39.5%+73.5%+61.5%
3Y+791.9%+0.1%+791.8%+755.8%
5Y+197.7%-4.6%+202.3%+186.8%
All+56.1%+211.6%-155.6%+11.6%

Cumulative growth

Daily Returns

Daily percentage return beside ROL.

Daily Out/Under-Performance

Portfolio return minus ROL return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ROL 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 ROL 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