+690.3%
EBAY vs CF
+5,315.1%
-4,624.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | +0.3% | -3.2% | +3.4% | +0.8% |
| 30D | +13.3% | +4.3% | +9.0% | +12.2% |
| 3M | +11.1% | +2.8% | +8.3% | +9.9% |
| 6M | +13.4% | +0.6% | +12.8% | +12.2% |
| YTD | +41.3% | +56.6% | -15.3% | +25.7% |
| 1Y | +52.8% | +49.6% | +3.2% | +37.1% |
| 3Y | +217.6% | +61.5% | +156.1% | +176.0% |
| 5Y | +76.2% | +124.0% | -47.7% | +36.9% |
| 10Y | +394.8% | +573.2% | -178.4% | +172.0% |
| All | +690.3% | +5,315.1% | -4,624.9% | +143.9% |
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