+153.1%
EBAY vs CAPR
+42.0%
+111.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.8% | +1.1% |
| 7D | -0.4% | -9.5% | +9.1% | -0.4% |
| 30D | -6.3% | +121.5% | -127.8% | -6.3% |
| 3M | -3.3% | -65.4% | +62.1% | -3.1% |
| 6M | +13.5% | -67.5% | +81.0% | +13.6% |
| YTD | +21.2% | -68.6% | +89.8% | +21.4% |
| 1Y | +13.9% | +42.7% | -28.8% | +13.0% |
| 3Y | +153.1% | +43.4% | +109.7% | +133.6% |
| All | +153.1% | +42.0% | +111.1% | +133.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling