+235.2%
EBAY vs CFG
+189.5%
+45.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +4.1% | +0.7% | +3.4% | +4.0% |
| 30D | +10.1% | +2.8% | +7.3% | +9.6% |
| 3M | +15.0% | -10.1% | +25.1% | +16.9% |
| 6M | +15.4% | +3.2% | +12.2% | +14.2% |
| YTD | +43.1% | +14.2% | +28.9% | +39.1% |
| 1Y | +46.9% | +27.4% | +19.4% | +40.1% |
| All | +235.2% | +189.5% | +45.6% | +158.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling