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  • DE vs CG✓SelectedUSD · CGDE vs CG performance historyLatest closeAs of+0.11%09/10
Stock and ETF performance explorer

DE vs CG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+99.4%
CG return
+2.7%
Excess return
+96.7%
Maximum drawdown
-33.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioCGExcessAlpha
1D+0.1%-2.4%+2.5%+0.7%
7D-2.4%-9.8%+7.4%+0.1%
30D+9.7%-10.3%+20.0%+12.4%
3M+21.4%-1.7%+23.0%+21.3%
6M+15.0%-9.8%+24.8%+17.0%
YTD+46.4%-25.6%+72.0%+55.5%
1Y+45.6%-32.5%+78.1%+58.2%
3Y+76.8%+45.6%+31.1%+49.8%
5Y+99.4%+3.7%+95.8%+71.1%
All+99.4%+2.7%+96.7%+71.1%

Cumulative growth

Daily Returns

Daily percentage return beside CG.

Daily Out/Under-Performance

Portfolio return minus CG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CG 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 5y: compounded portfolio wealth divided by compounded CG 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…

5y analysis · Full analysis span regression · 6 months rolling