+18.0%
EBAY vs CAI
-26.7%
+44.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.3% | +2.5% |
| 7D | +4.2% | -2.9% | +7.1% | +4.3% |
| 30D | +5.6% | +9.3% | -3.7% | +5.2% |
| 3M | -1.4% | +35.2% | -36.6% | -2.4% |
| 6M | +18.2% | +30.7% | -12.5% | +16.4% |
| YTD | +24.8% | -9.8% | +34.6% | +21.9% |
| 1Y | +18.0% | -28.9% | +46.9% | +15.0% |
| All | +18.0% | -26.7% | +44.8% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling