+276.1%
EBAY vs CFG
+316.8%
-40.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.3% |
| 7D | +4.2% | -0.4% | +4.6% | +4.3% |
| 30D | +5.6% | -4.6% | +10.3% | +6.7% |
| 3M | -1.4% | +6.7% | -8.1% | -3.0% |
| 6M | +18.2% | +22.1% | -3.9% | +12.7% |
| YTD | +24.8% | +23.2% | +1.7% | +18.6% |
| 1Y | +18.0% | +40.3% | -22.2% | +8.7% |
| 3Y | +160.3% | +187.9% | -27.6% | +98.5% |
| 5Y | +62.1% | +102.0% | -39.8% | +32.3% |
| All | +276.1% | +316.8% | -40.8% | +171.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling