+14,014.6%
EBAY vs CL
+811.6%
+13,203.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.9% |
| 7D | -2.1% | -2.2% | +0.1% | -1.4% |
| 30D | -6.7% | -4.8% | -1.8% | -5.2% |
| 3M | -5.0% | +4.9% | -9.9% | -6.4% |
| 6M | +14.6% | -5.7% | +20.4% | +16.3% |
| YTD | +19.8% | +14.4% | +5.4% | +14.0% |
| 1Y | +12.6% | +8.7% | +3.8% | +8.6% |
| 3Y | +141.0% | +30.0% | +111.0% | +118.5% |
| 5Y | +47.5% | +28.4% | +19.2% | +33.8% |
| 10Y | +263.3% | +50.1% | +213.2% | +208.1% |
| All | +14,014.6% | +811.6% | +13,203.0% | +5,404.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling