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  • CAT vs EEM✓SelectedUSD · EEMCAT vs EEM performance historyLatest closeAs of+1.05%09/08
Stock and ETF performance explorer

CAT vs EEM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,126.0%
EEM return
+124.9%
Excess return
+1,001.1%
Maximum drawdown
-43.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioEEMExcessAlpha
1D+1.0%+0.2%+0.9%+0.9%
7D+5.6%+3.1%+2.5%+3.0%
30D-2.3%+4.9%-7.2%-6.0%
3M-10.0%+5.2%-15.2%-13.4%
6M+21.2%+20.7%+0.5%+4.0%
YTD+44.4%+26.5%+18.0%+19.5%
1Y+96.3%+37.8%+58.4%+51.8%
3Y+203.9%+91.0%+112.9%+81.8%
5Y+333.5%+47.0%+286.5%+214.4%
10Y+1,126.0%+125.6%+1,000.5%+565.7%
All+1,126.0%+124.9%+1,001.1%+565.7%

Cumulative growth

Daily Returns

Daily percentage return beside EEM.

Daily Out/Under-Performance

Portfolio return minus EEM return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EEM 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 EEM 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