+5,137.0%
CAT vs EBAY
+14,727.8%
-9,590.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.0% |
| 7D | +1.7% | -2.0% | +3.7% | +2.1% |
| 30D | -24.6% | +7.0% | -31.6% | -25.6% |
| 3M | -28.5% | +16.1% | -44.6% | -30.7% |
| 6M | -34.8% | +14.1% | -48.9% | -36.8% |
| YTD | +5.9% | +42.1% | -36.2% | -1.6% |
| 1Y | +6.8% | +42.4% | -35.6% | -0.8% |
| 3Y | +161.1% | +223.5% | -62.5% | +106.3% |
| 5Y | +213.4% | +82.8% | +130.7% | +170.4% |
| 10Y | +700.3% | +385.7% | +314.6% | +472.7% |
| All | +5,137.0% | +14,727.8% | -9,590.8% | +2,760.7% |
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 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