+242.0%
COF vs EBAY
+285.8%
-43.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.4% |
| 7D | -5.1% | +4.2% | -9.3% | -6.6% |
| 30D | -6.0% | +5.6% | -11.7% | -8.1% |
| 3M | +14.8% | -1.4% | +16.2% | +14.6% |
| 6M | +15.3% | +18.2% | -2.9% | +7.1% |
| YTD | -13.0% | +24.8% | -37.9% | -21.3% |
| 1Y | -5.7% | +18.0% | -23.7% | -13.8% |
| 3Y | +118.1% | +160.3% | -42.1% | +37.3% |
| 5Y | +46.2% | +62.1% | -15.9% | +7.7% |
| All | +242.0% | +285.8% | -43.8% | +69.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling