+570.1%
EBAY vs CF
+5,948.3%
-5,378.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.7% |
| 7D | -2.1% | +6.0% | -8.1% | -3.3% |
| 30D | -6.7% | +14.8% | -21.5% | -9.4% |
| 3M | -5.0% | +14.1% | -19.0% | -7.9% |
| 6M | +14.6% | +28.5% | -13.9% | +7.0% |
| YTD | +19.8% | +74.9% | -55.1% | +4.6% |
| 1Y | +12.6% | +61.7% | -49.1% | -0.2% |
| 3Y | +141.0% | +80.3% | +60.7% | +105.1% |
| 5Y | +47.5% | +226.0% | -178.4% | +5.6% |
| 10Y | +263.3% | +569.9% | -306.6% | +100.6% |
| All | +570.1% | +5,948.3% | -5,378.2% | +102.9% |
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