+76.1%
CME vs EBAY
+53.1%
+23.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -0.6% | -3.0% | +2.3% | -0.3% |
| 30D | +4.7% | -3.6% | +8.3% | +5.0% |
| 3M | +7.8% | -4.4% | +12.3% | +8.1% |
| 6M | -11.0% | +12.1% | -23.0% | -12.4% |
| YTD | +4.0% | +19.9% | -15.9% | +1.4% |
| 1Y | +9.1% | +13.4% | -4.3% | +6.7% |
| 3Y | +52.3% | +150.5% | -98.2% | +31.0% |
| 5Y | +76.1% | +54.8% | +21.3% | +58.1% |
| All | +76.1% | +53.1% | +23.0% | +58.1% |
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