+11.6%
CAT vs EBAY
+16.3%
-4.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +1.5% |
| 7D | +1.7% | -2.1% | +3.8% | +1.5% |
| 30D | -6.6% | -6.7% | +0.1% | -6.6% |
| 3M | -13.3% | -5.0% | -8.3% | -13.3% |
| 6M | +11.6% | +14.6% | -3.0% | +5.2% |
| All | +11.6% | +16.3% | -4.7% | +5.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling