+421.5%
CARR vs EBAY
+280.7%
+140.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.1% | +0.7% |
| 7D | -3.8% | +4.2% | -8.0% | -4.9% |
| 30D | -8.9% | +5.6% | -14.5% | -10.4% |
| 3M | -17.3% | -1.4% | -15.9% | -17.5% |
| 6M | -1.4% | +18.2% | -19.6% | -7.1% |
| YTD | +10.0% | +24.8% | -14.9% | +1.3% |
| 1Y | -6.4% | +18.0% | -24.4% | -12.9% |
| 3Y | +1.5% | +160.3% | -158.7% | -29.0% |
| 5Y | +9.3% | +62.1% | -52.8% | -16.8% |
| All | +421.5% | +280.7% | +140.8% | +204.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 EBAY 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