+17.0%
COF vs EBAY
-1.9%
+19.0%
-8.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.2% | -1.7% |
| 7D | -6.1% | -0.8% | -5.3% | -6.1% |
| 30D | -5.2% | -0.6% | -4.5% | -5.0% |
| 3M | +17.0% | -1.0% | +18.0% | +17.3% |
| All | +17.0% | -1.9% | +19.0% | +17.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling