+16,298.1%
EBAY vs CI
+1,513.9%
+14,784.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.6% |
| 7D | -2.6% | -1.7% | -0.9% | -2.2% |
| 30D | +3.2% | +4.9% | -1.7% | +1.9% |
| 3M | +17.8% | +7.4% | +10.4% | +15.5% |
| 6M | +9.5% | +0.4% | +9.1% | +8.9% |
| YTD | +39.2% | +9.5% | +29.7% | +35.1% |
| 1Y | +38.6% | +12.0% | +26.6% | +33.7% |
| 3Y | +216.8% | +7.1% | +209.8% | +203.2% |
| 5Y | +77.5% | +49.3% | +28.2% | +54.2% |
| 10Y | +375.7% | +146.6% | +229.1% | +241.7% |
| All | +16,298.1% | +1,513.9% | +14,784.2% | +6,259.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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