+228.1%
EBAY vs CCI
+12.1%
+216.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.6% | +0.4% |
| 7D | -0.9% | +2.5% | -3.4% | -1.4% |
| 30D | +3.5% | +14.4% | -11.0% | +0.7% |
| 3M | +16.0% | +21.7% | -5.7% | +11.3% |
| 6M | +7.6% | +4.0% | +3.6% | +6.7% |
| YTD | +40.1% | +6.2% | +33.9% | +37.6% |
| 1Y | +45.0% | +5.4% | +39.6% | +42.7% |
| 3Y | +228.1% | +11.7% | +216.4% | +223.8% |
| All | +228.1% | +12.1% | +216.0% | +223.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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