+6,968.5%
CAT vs EBAY
+12,398.7%
-5,430.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.1% |
| 7D | +1.7% | -2.1% | +3.8% | +2.1% |
| 30D | -6.6% | -6.7% | +0.1% | -5.6% |
| 3M | -13.3% | -5.0% | -8.3% | -12.8% |
| 6M | +11.6% | +14.6% | -3.0% | +8.2% |
| YTD | +42.9% | +19.8% | +23.1% | +37.3% |
| 1Y | +95.4% | +12.6% | +82.9% | +88.9% |
| 3Y | +196.6% | +141.0% | +55.6% | +147.5% |
| 5Y | +321.7% | +47.5% | +274.1% | +278.1% |
| 10Y | +1,140.8% | +263.3% | +877.5% | +834.6% |
| All | +6,968.5% | +12,398.7% | -5,430.2% | +3,890.9% |
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