+747.4%
EBAY vs CAPR
-99.1%
+846.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.3% |
| 7D | -2.1% | -2.0% | -0.1% | -2.1% |
| 30D | -6.7% | +139.2% | -145.9% | -7.4% |
| 3M | -5.0% | -66.4% | +61.4% | -4.7% |
| 6M | +14.6% | -63.1% | +77.8% | +14.8% |
| YTD | +19.8% | -67.4% | +87.2% | +20.1% |
| 1Y | +12.6% | +58.2% | -45.7% | +9.5% |
| 3Y | +141.0% | +42.2% | +98.8% | +131.7% |
| 5Y | +47.5% | +87.3% | -39.7% | +40.8% |
| 10Y | +263.3% | -75.3% | +338.5% | +238.8% |
| All | +747.4% | -99.1% | +846.4% | +651.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling