+604.5%
CVS vs EBAY
+12,541.3%
-11,936.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | +0.4% | -6.3% | +6.7% | +1.1% |
| 3M | -0.4% | -3.3% | +2.8% | -0.2% |
| 6M | +25.1% | +13.5% | +11.7% | +23.1% |
| YTD | +23.9% | +21.2% | +2.7% | +20.8% |
| 1Y | +41.1% | +13.9% | +27.2% | +38.2% |
| 3Y | +63.6% | +153.1% | -89.5% | +45.5% |
| 5Y | +31.5% | +54.5% | -23.0% | +22.2% |
| 10Y | +40.5% | +262.7% | -222.2% | +17.6% |
| All | +604.5% | +12,541.3% | -11,936.8% | +374.0% |
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 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