-7.1%
CMG vs EBAY
+159.1%
-166.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.5% |
| 7D | -2.1% | +4.2% | -6.3% | -3.1% |
| 30D | +10.9% | +5.6% | +5.3% | +9.3% |
| 3M | +15.8% | -1.4% | +17.2% | +15.8% |
| 6M | +6.9% | +18.2% | -11.3% | +1.0% |
| YTD | -2.2% | +24.8% | -27.0% | -9.5% |
| 1Y | -7.1% | +18.0% | -25.1% | -11.7% |
| 3Y | -7.1% | +160.3% | -167.4% | -23.9% |
| All | -7.1% | +159.1% | -166.3% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling