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  • CPRT vs EAT✓SelectedUSD · EATCPRT vs EAT performance historyLatest closeAs of-1.75%09/09
Stock and ETF performance explorer

CPRT vs EAT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+412.4%
EAT return
+370.1%
Excess return
+42.3%
Maximum drawdown
-57.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioEATExcessAlpha
1D-1.7%-3.2%+1.5%-1.1%
7D-0.4%-6.8%+6.4%+0.9%
30D+8.2%-5.4%+13.6%+9.0%
3M+2.3%+42.8%-40.5%-4.9%
6M-14.7%+56.5%-71.3%-22.8%
YTD-18.2%+50.0%-68.2%-25.6%
1Y-33.4%+38.3%-71.6%-38.8%
3Y-28.3%+591.6%-620.0%-54.7%
5Y-9.8%+312.6%-322.5%-39.4%
10Y+412.4%+381.4%+30.9%+183.5%
All+412.4%+370.1%+42.3%+183.5%

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