+14,014.6%
EBAY vs CHRW
+4,691.8%
+9,322.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.7% |
| 7D | -2.1% | -1.4% | -0.7% | -1.6% |
| 30D | -6.7% | -3.5% | -3.2% | -5.6% |
| 3M | -5.0% | -19.4% | +14.4% | +1.6% |
| 6M | +14.6% | -21.4% | +36.0% | +22.6% |
| YTD | +19.8% | -7.1% | +26.9% | +19.1% |
| 1Y | +12.6% | +17.8% | -5.2% | -1.4% |
| 3Y | +141.0% | +78.8% | +62.2% | +71.7% |
| 5Y | +47.5% | +83.5% | -36.0% | +2.0% |
| 10Y | +263.3% | +160.2% | +103.0% | +101.5% |
| All | +14,014.6% | +4,691.8% | +9,322.8% | +1,591.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling