+58.1%
EBAY vs CCI
-50.8%
+108.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.0% |
| 7D | -0.8% | -4.4% | +3.6% | +0.7% |
| 30D | -0.6% | +0.3% | -0.9% | -0.7% |
| 3M | -1.0% | -20.0% | +19.0% | +6.1% |
| 6M | +16.3% | -14.5% | +30.8% | +21.4% |
| YTD | +21.7% | -14.9% | +36.6% | +26.5% |
| 1Y | +16.5% | -17.7% | +34.2% | +22.6% |
| 3Y | +154.2% | -12.4% | +166.5% | +154.2% |
| 5Y | +58.1% | -50.1% | +108.2% | +100.1% |
| All | +58.1% | -50.8% | +108.8% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling