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  • XLE vs CDE✓SelectedUSD · CDEXLE vs CDE performance historyLatest closeAs of-0.58%09/10
Stock and ETF performance explorer

XLE vs CDE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+176.9%
CDE return
+59.7%
Excess return
+117.2%
Maximum drawdown
-66.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCDEExcessAlpha
1D-0.6%-3.1%+2.6%-0.3%
7D+0.5%-6.1%+6.5%+1.1%
30D+6.6%+9.5%-2.9%+5.3%
3M+12.3%+32.0%-19.7%+8.1%
6M+18.4%-12.8%+31.2%+18.2%
YTD+47.2%+14.2%+33.0%+41.2%
1Y+50.3%+36.3%+14.0%+39.5%
3Y+55.3%+821.4%-766.1%+6.5%
5Y+226.0%+194.3%+31.7%+147.4%
All+176.9%+59.7%+117.2%+98.1%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling