+82.8%
EBAY vs CAPR
+219.7%
-136.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +26.5% | -27.2% | -0.8% |
| 7D | -2.0% | +25.8% | -27.8% | -2.1% |
| 30D | +7.0% | +50.2% | -43.2% | +6.8% |
| 3M | +16.1% | +185.5% | -169.4% | +15.5% |
| 6M | +14.1% | -64.8% | +78.9% | +14.4% |
| YTD | +42.1% | -61.1% | +103.3% | +42.3% |
| 1Y | +42.4% | +81.0% | -38.6% | +39.1% |
| 3Y | +223.5% | +300.7% | -77.2% | +182.1% |
| 5Y | +82.8% | +223.3% | -140.6% | +52.4% |
| All | +82.8% | +219.7% | -136.9% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling