+73.1%
CME vs EBAY
+77.3%
-4.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.7% |
| 7D | +3.9% | -0.9% | +4.8% | +4.0% |
| 30D | +11.3% | +3.5% | +7.9% | +10.9% |
| 3M | +19.6% | +16.0% | +3.6% | +17.7% |
| 6M | +8.1% | +7.6% | +0.5% | +7.0% |
| YTD | +20.4% | +40.1% | -19.7% | +15.6% |
| 1Y | +16.5% | +45.0% | -28.5% | +11.4% |
| 3Y | +66.4% | +228.1% | -161.7% | +38.5% |
| All | +73.1% | +77.3% | -4.2% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling