+5,169.0%
CAT vs EBAY
+14,420.8%
-9,251.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.0% |
| 7D | +9.3% | -2.6% | +11.9% | +9.8% |
| 30D | -21.5% | +3.2% | -24.7% | -22.1% |
| 3M | -29.1% | +17.8% | -46.9% | -31.4% |
| 6M | -33.4% | +9.5% | -42.8% | -34.9% |
| YTD | +6.6% | +39.2% | -32.6% | -0.7% |
| 1Y | +6.5% | +38.6% | -32.1% | -0.7% |
| 3Y | +162.7% | +216.8% | -54.2% | +108.3% |
| 5Y | +214.2% | +77.5% | +136.7% | +172.5% |
| 10Y | +705.2% | +375.7% | +329.5% | +478.2% |
| All | +5,169.0% | +14,420.8% | -9,251.8% | +2,788.5% |
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