+266.6%
EBAY vs CHRW
+182.4%
+84.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.1% |
| 7D | -0.8% | +4.4% | -5.1% | -1.9% |
| 30D | -0.6% | +5.5% | -6.1% | -2.1% |
| 3M | -1.0% | -17.3% | +16.3% | +2.8% |
| 6M | +16.3% | -12.7% | +28.9% | +18.3% |
| YTD | +21.7% | -4.1% | +25.8% | +20.2% |
| 1Y | +16.5% | +21.2% | -4.7% | +5.7% |
| 3Y | +154.2% | +88.9% | +65.3% | +96.2% |
| 5Y | +58.1% | +93.1% | -35.0% | +21.4% |
| All | +266.6% | +182.4% | +84.1% | +147.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling