+14,014.6%
EBAY vs CCI
+1,423.0%
+12,591.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.5% | -1.8% |
| 7D | -2.1% | -0.4% | -1.7% | -2.0% |
| 30D | -6.7% | +2.7% | -9.4% | -7.3% |
| 3M | -5.0% | -18.2% | +13.2% | -0.2% |
| 6M | +14.6% | -14.8% | +29.4% | +18.8% |
| YTD | +19.8% | -12.6% | +32.4% | +22.8% |
| 1Y | +12.6% | -16.7% | +29.3% | +16.8% |
| 3Y | +141.0% | -10.5% | +151.5% | +142.5% |
| 5Y | +47.5% | -51.4% | +99.0% | +73.2% |
| 10Y | +263.3% | +20.0% | +243.2% | +229.3% |
| All | +14,014.6% | +1,423.0% | +12,591.6% | +4,769.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling