+54.5%
EBAY vs CL
+30.0%
+24.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -0.4% | -1.4% | +1.0% | +0.1% |
| 30D | -6.3% | -5.2% | -1.1% | -4.8% |
| 3M | -3.3% | +3.3% | -6.6% | -4.2% |
| 6M | +13.5% | -4.4% | +17.8% | +14.9% |
| YTD | +21.2% | +13.9% | +7.3% | +14.7% |
| 1Y | +13.9% | +7.6% | +6.2% | +10.1% |
| 3Y | +153.1% | +29.6% | +123.5% | +123.1% |
| 5Y | +54.5% | +28.1% | +26.4% | +37.5% |
| All | +54.5% | +30.0% | +24.5% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 5y: compounded portfolio wealth divided by compounded CL 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…
5y analysis · Full analysis span regression · 6 months rolling