+276.1%
EBAY vs CBOE
+368.5%
-92.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +3.1% |
| 7D | +4.2% | -5.8% | +10.0% | +5.5% |
| 30D | +5.6% | -3.1% | +8.8% | +6.2% |
| 3M | -1.4% | -4.8% | +3.4% | -0.8% |
| 6M | +18.2% | -0.6% | +18.8% | +17.1% |
| YTD | +24.8% | +12.8% | +12.1% | +19.9% |
| 1Y | +18.0% | +19.8% | -1.8% | +11.5% |
| 3Y | +160.3% | +86.9% | +73.3% | +116.4% |
| 5Y | +62.1% | +136.5% | -74.4% | +25.3% |
| All | +276.1% | +368.5% | -92.4% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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