+426.4%
EBAY vs CFG
+396.4%
+30.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -2.1% | +1.5% | -3.6% | -2.4% |
| 30D | -6.7% | -3.8% | -2.8% | -5.9% |
| 3M | -5.0% | +11.5% | -16.5% | -7.6% |
| 6M | +14.6% | +19.2% | -4.5% | +9.5% |
| YTD | +19.8% | +23.7% | -3.9% | +13.3% |
| 1Y | +12.6% | +38.8% | -26.3% | +3.4% |
| 3Y | +141.0% | +178.9% | -37.9% | +81.7% |
| 5Y | +47.5% | +101.8% | -54.2% | +18.8% |
| 10Y | +263.3% | +317.3% | -54.0% | +122.1% |
| All | +426.4% | +396.4% | +30.0% | +193.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling