+228.1%
EBAY vs CART
+135.4%
+92.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.6% |
| 7D | -0.9% | +1.3% | -2.1% | -1.0% |
| 30D | +3.5% | +19.2% | -15.7% | +0.6% |
| 3M | +16.0% | +17.6% | -1.6% | +12.9% |
| 6M | +7.6% | +47.4% | -39.7% | +1.3% |
| YTD | +40.1% | +30.9% | +9.2% | +33.1% |
| 1Y | +45.0% | +46.0% | -0.9% | +35.9% |
| 3Y | +228.1% | +130.3% | +97.8% | +189.3% |
| All | +228.1% | +135.4% | +92.7% | +189.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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