+37.1%
EBAY vs CAI
-8.1%
+45.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | -0.4% | +0.2% | -0.5% | -0.4% |
| 30D | -6.3% | +9.1% | -15.5% | -6.5% |
| 3M | -3.3% | +53.8% | -57.0% | -3.9% |
| 6M | +13.5% | +33.5% | -20.0% | +12.6% |
| YTD | +21.2% | -8.0% | +29.2% | +18.7% |
| 1Y | +13.9% | -28.7% | +42.6% | +9.7% |
| All | +37.1% | -8.1% | +45.1% | +36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling