+515.5%
EBAY vs CFG
+361.3%
+154.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -0.9% | +3.2% | -4.0% | -1.6% |
| 30D | +3.5% | +5.1% | -1.7% | +2.2% |
| 3M | +16.0% | -11.2% | +27.2% | +19.1% |
| 6M | +7.6% | +9.6% | -1.9% | +4.9% |
| YTD | +40.1% | +15.0% | +25.1% | +34.7% |
| 1Y | +45.0% | +29.9% | +15.2% | +35.3% |
| 3Y | +228.1% | +192.1% | +36.0% | +144.7% |
| 5Y | +78.6% | +62.3% | +16.3% | +50.6% |
| 10Y | +378.8% | +219.2% | +159.6% | +220.9% |
| All | +515.5% | +361.3% | +154.2% | +248.5% |
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