+414.1%
CARR vs EBAY
+271.1%
+142.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.7% | -2.7% |
| 7D | -4.1% | -0.8% | -3.3% | -3.9% |
| 30D | -11.0% | -0.6% | -10.3% | -10.9% |
| 3M | -16.4% | -1.0% | -15.4% | -16.7% |
| 6M | -2.4% | +16.3% | -18.6% | -7.6% |
| YTD | +8.4% | +21.7% | -13.3% | +0.5% |
| 1Y | -8.0% | +16.5% | -24.5% | -14.1% |
| 3Y | +0.6% | +154.2% | -153.6% | -29.3% |
| 5Y | +7.7% | +58.1% | -50.3% | -17.4% |
| All | +414.1% | +271.1% | +142.9% | +202.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling