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  • CIFR vs EAT✓SelectedUSD · EATCIFR vs EAT performance historyLatest closeAs of-8.70%09/09
Stock and ETF performance explorer

CIFR vs EAT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+83.3%
EAT return
+39.0%
Excess return
+44.3%
Maximum drawdown
-51.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioEATExcessAlpha
1D-8.7%-3.2%-5.5%-7.8%
7D+11.3%-6.8%+18.1%+13.4%
30D+3.5%-5.4%+8.9%+4.5%
3M-26.6%+42.8%-69.4%-35.5%
6M+18.1%+56.5%-38.4%+2.0%
YTD+14.5%+50.0%-35.5%+0.5%
1Y+83.3%+38.3%+45.0%+121.1%
All+83.3%+39.0%+44.3%+121.1%

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 1y: 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…

1y analysis · Full analysis span regression · 6 months rolling