+1,144.3%
CAT vs EBAY
+285.8%
+858.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.0% |
| 7D | +0.6% | +4.2% | -3.6% | -0.5% |
| 30D | -4.3% | +5.6% | -10.0% | -5.9% |
| 3M | -8.6% | -1.4% | -7.2% | -8.9% |
| 6M | +16.1% | +18.2% | -2.1% | +9.6% |
| YTD | +43.8% | +24.8% | +18.9% | +33.1% |
| 1Y | +91.5% | +18.0% | +73.4% | +78.7% |
| 3Y | +202.7% | +160.3% | +42.4% | +115.9% |
| 5Y | +335.1% | +62.1% | +273.0% | +246.9% |
| All | +1,144.3% | +285.8% | +858.5% | +592.1% |
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