+153.1%
EBAY vs CFG
+193.0%
-39.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.3% | +1.3% |
| 7D | -0.4% | +2.7% | -3.1% | -0.9% |
| 30D | -6.3% | -3.7% | -2.6% | -5.7% |
| 3M | -3.3% | +9.5% | -12.7% | -5.2% |
| 6M | +13.5% | +22.2% | -8.8% | +8.7% |
| YTD | +21.2% | +22.3% | -1.1% | +16.0% |
| 1Y | +13.9% | +39.4% | -25.6% | +6.2% |
| 3Y | +153.1% | +188.5% | -35.4% | +87.3% |
| All | +153.1% | +193.0% | -39.9% | +87.3% |
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