+388.5%
EBAY vs CAPR
-63.2%
+451.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.7% | +6.7% | -2.0% |
| 7D | -2.6% | +19.1% | -21.7% | -2.7% |
| 30D | +3.2% | +48.8% | -45.6% | +2.9% |
| 3M | +17.8% | +144.4% | -126.6% | +17.0% |
| 6M | +9.5% | -67.5% | +77.0% | +9.7% |
| YTD | +39.2% | -64.5% | +103.7% | +39.4% |
| 1Y | +38.6% | +74.4% | -35.9% | +35.1% |
| 3Y | +216.8% | +265.7% | -48.9% | +201.6% |
| 5Y | +77.5% | +196.0% | -118.5% | +68.4% |
| All | +388.5% | -63.2% | +451.6% | +358.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling