+184.8%
COP vs EBAY
+61.3%
+123.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | 0.0% |
| 7D | +2.3% | +4.2% | -1.9% | +1.9% |
| 30D | +8.6% | +5.6% | +3.0% | +8.0% |
| 3M | +19.9% | -1.4% | +21.3% | +19.7% |
| 6M | +19.0% | +18.2% | +0.8% | +16.1% |
| YTD | +50.0% | +24.8% | +25.1% | +44.8% |
| 1Y | +50.5% | +18.0% | +32.5% | +45.9% |
| 3Y | +25.2% | +160.3% | -135.1% | +3.5% |
| All | +184.8% | +61.3% | +123.5% | +142.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling