+16,404.6%
EBAY vs CI
+1,517.9%
+14,886.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -0.9% | +1.2% | -2.0% | -1.1% |
| 30D | +3.5% | +2.6% | +0.9% | +2.8% |
| 3M | +16.0% | +7.4% | +8.5% | +13.8% |
| 6M | +7.6% | -0.1% | +7.7% | +7.2% |
| YTD | +40.1% | +9.7% | +30.4% | +35.9% |
| 1Y | +45.0% | +12.1% | +32.9% | +39.9% |
| 3Y | +228.1% | +7.0% | +221.1% | +214.1% |
| 5Y | +78.6% | +49.7% | +28.9% | +55.1% |
| 10Y | +378.8% | +147.2% | +231.5% | +243.7% |
| All | +16,404.6% | +1,517.9% | +14,886.7% | +6,296.9% |
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