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  • CG vs EAT✓SelectedUSD · EATCG vs EAT performance historyLatest closeAs of-4.00%09/09
Stock and ETF performance explorer

CG vs EAT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+331.2%
EAT return
+370.1%
Excess return
-38.8%
Maximum drawdown
-56.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioEATExcessAlpha
1D-4.0%-3.2%-0.8%-3.1%
7D-6.4%-6.8%+0.4%-4.5%
30D-7.1%-5.4%-1.7%-6.0%
3M-1.6%+42.8%-44.3%-12.4%
6M-8.3%+56.5%-64.8%-21.6%
YTD-23.8%+50.0%-73.8%-34.1%
1Y-28.7%+38.3%-67.0%-37.5%
3Y+49.2%+591.6%-542.5%-21.7%
5Y+5.5%+312.6%-307.1%-38.8%
10Y+331.2%+381.4%-50.2%+76.3%
All+331.2%+370.1%-38.8%+76.3%

Cumulative growth

Daily Returns

Daily percentage return beside EAT.

Daily Out/Under-Performance

Portfolio return minus EAT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EAT 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 EAT 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