+14,028.3%
EBAY vs CAH
+1,081.2%
+12,947.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -3.0% | -2.2% | -0.8% | -2.4% |
| 30D | -3.6% | +1.2% | -4.8% | -4.0% |
| 3M | -4.4% | +13.1% | -17.5% | -8.0% |
| 6M | +12.1% | +8.5% | +3.6% | +9.0% |
| YTD | +19.9% | +17.6% | +2.3% | +13.7% |
| 1Y | +13.4% | +60.7% | -47.3% | -3.4% |
| 3Y | +150.5% | +183.2% | -32.7% | +76.1% |
| 5Y | +54.8% | +402.2% | -347.4% | -9.9% |
| 10Y | +268.1% | +302.3% | -34.3% | +112.2% |
| All | +14,028.3% | +1,081.2% | +12,947.1% | +5,717.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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