+10.9%
CMG vs EBAY
+53.1%
-42.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.5% | +0.3% | +4.8% |
| 7D | +22.5% | +6.0% | +16.5% | +21.2% |
| 30D | +14.1% | +16.8% | -2.7% | +11.0% |
| 3M | +4.1% | +14.5% | -10.4% | +1.5% |
| 6M | +10.1% | +15.1% | -5.1% | +6.6% |
| YTD | -4.9% | +45.0% | -49.9% | -14.1% |
| 1Y | +10.9% | +55.2% | -44.3% | -3.2% |
| All | +10.9% | +53.1% | -42.2% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling