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  • COHR vs CDE✓SelectedUSD · CDECOHR vs CDE performance historyLatest closeAs of+4.16%09/11
Stock and ETF performance explorer

COHR vs CDE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+65,045.6%
CDE return
-89.8%
Excess return
+65,135.4%
Maximum drawdown
-80.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCDEExcessAlpha
1D+4.2%+1.2%+3.0%+4.0%
7D+8.3%-3.1%+11.4%+8.7%
30D-14.1%+9.5%-23.6%-15.2%
3M-16.0%+25.5%-41.5%-18.3%
6M+21.5%-7.9%+29.4%+22.3%
YTD+65.4%+15.6%+49.9%+61.9%
1Y+195.0%+34.0%+161.0%+182.9%
3Y+830.2%+791.9%+38.2%+618.0%
5Y+397.1%+197.7%+199.4%+310.9%
10Y+1,317.7%+55.0%+1,262.7%+1,035.2%
All+65,045.6%-89.8%+65,135.4%+43,233.7%

Cumulative growth

Daily Returns

Daily percentage return beside CDE.

Daily Out/Under-Performance

Portfolio return minus CDE return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CDE 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 CDE 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