+683.9%
EBAY vs CF
+5,310.1%
-4,626.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | 0.0% | -0.9% | +0.9% | +0.1% |
| 30D | +7.8% | +6.9% | +0.9% | +6.2% |
| 3M | +8.4% | +4.8% | +3.5% | +6.8% |
| 6M | +13.0% | +4.7% | +8.3% | +10.9% |
| YTD | +40.2% | +56.5% | -16.3% | +24.7% |
| 1Y | +46.2% | +48.4% | -2.2% | +31.5% |
| 3Y | +218.4% | +59.1% | +159.2% | +177.6% |
| 5Y | +78.6% | +109.5% | -30.9% | +40.9% |
| 10Y | +384.9% | +487.0% | -102.1% | +175.9% |
| All | +683.9% | +5,310.1% | -4,626.3% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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