+54.8%
EBAY vs CFG
+99.7%
-44.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -3.0% | -0.6% | -2.4% | -2.8% |
| 30D | -3.6% | -4.5% | +0.9% | -2.3% |
| 3M | -4.4% | +6.3% | -10.8% | -6.7% |
| 6M | +12.1% | +20.6% | -8.5% | +4.9% |
| YTD | +19.9% | +21.2% | -1.3% | +11.8% |
| 1Y | +13.4% | +38.2% | -24.8% | +1.0% |
| 3Y | +150.5% | +185.9% | -35.4% | +60.8% |
| 5Y | +54.8% | +97.0% | -42.2% | +14.2% |
| All | +54.8% | +99.7% | -44.8% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling