+6,706.3%
CME vs EBAY
+1,600.1%
+5,106.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.5% |
| 7D | -2.9% | -0.4% | -2.5% | -2.8% |
| 30D | +5.5% | -6.3% | +11.8% | +7.6% |
| 3M | +11.0% | -3.3% | +14.2% | +11.5% |
| 6M | -9.7% | +13.5% | -23.2% | -14.4% |
| YTD | +4.9% | +21.2% | -16.3% | -3.4% |
| 1Y | +10.1% | +13.9% | -3.8% | +2.4% |
| 3Y | +53.5% | +153.1% | -99.6% | +3.7% |
| 5Y | +77.2% | +54.5% | +22.7% | +37.9% |
| 10Y | +282.1% | +262.7% | +19.4% | +93.9% |
| All | +6,706.3% | +1,600.1% | +5,106.2% | +1,259.3% |
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 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