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  • CLS vs EAT✓SelectedUSD · EATCLS vs EAT performance historyLatest closeAs of+1.10%09/09
Stock and ETF performance explorer

CLS vs EAT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,038.3%
EAT return
+370.1%
Excess return
+2,668.2%
Maximum drawdown
-80.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioEATExcessAlpha
1D+1.1%-3.2%+4.3%+2.1%
7D+20.1%-6.8%+26.9%+22.5%
30D+6.0%-5.4%+11.4%+7.5%
3M-10.3%+42.8%-53.0%-20.1%
6M+24.5%+56.5%-32.0%+7.1%
YTD+12.9%+50.0%-37.2%-2.0%
1Y+36.7%+38.3%-1.6%+19.9%
3Y+1,328.1%+591.6%+736.4%+674.3%
5Y+3,682.3%+312.6%+3,369.7%+2,141.9%
10Y+3,038.3%+381.4%+2,656.8%+1,305.7%
All+3,038.3%+370.1%+2,668.2%+1,305.7%

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