+1,684.9%
COP vs EBAY
+12,398.7%
-10,713.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.8% |
| 7D | +3.0% | -2.1% | +5.1% | +3.2% |
| 30D | +17.5% | -6.7% | +24.2% | +18.3% |
| 3M | +13.4% | -5.0% | +18.3% | +13.7% |
| 6M | +17.7% | +14.6% | +3.1% | +15.5% |
| YTD | +46.6% | +19.8% | +26.8% | +42.8% |
| 1Y | +44.6% | +12.6% | +32.0% | +41.4% |
| 3Y | +20.7% | +141.0% | -120.3% | +7.2% |
| 5Y | +185.0% | +47.5% | +137.5% | +164.8% |
| 10Y | +347.0% | +263.3% | +83.7% | +271.1% |
| All | +1,684.9% | +12,398.7% | -10,713.9% | +1,121.5% |
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