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  • GLW vs CDE✓SelectedUSD · CDEGLW vs CDE performance historyLatest closeAs of-3.17%09/10
Stock and ETF performance explorer

GLW vs CDE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+459.7%
CDE return
+797.0%
Excess return
-337.3%
Maximum drawdown
-51.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 3y.

Portfolio and benchmark returns by period
PeriodPortfolioCDEExcessAlpha
1D-3.2%-3.1%0.0%-2.6%
7D+11.7%-6.1%+17.8%+12.9%
30D+2.7%+9.5%-6.8%+0.6%
3M-2.8%+32.0%-34.8%-8.2%
6M+20.2%-12.8%+32.9%+20.2%
YTD+87.3%+14.2%+73.1%+80.8%
1Y+119.6%+36.3%+83.3%+106.7%
All+459.7%+797.0%-337.3%+334.0%

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 3y: 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…

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