+4,005.7%
CMG vs EBAY
+541.4%
+3,464.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.2% |
| 7D | -3.8% | -0.8% | -3.0% | -3.6% |
| 30D | +12.9% | -0.6% | +13.5% | +13.0% |
| 3M | +18.8% | -1.0% | +19.8% | +18.6% |
| 6M | +4.1% | +16.3% | -12.2% | -2.2% |
| YTD | -2.4% | +21.7% | -24.0% | -10.1% |
| 1Y | -6.7% | +16.5% | -23.2% | -12.5% |
| 3Y | -7.1% | +154.2% | -161.3% | -35.4% |
| 5Y | -5.0% | +58.1% | -63.0% | -23.6% |
| 10Y | +323.5% | +273.5% | +50.0% | +137.3% |
| All | +4,005.7% | +541.4% | +3,464.3% | +1,410.4% |
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