+182.2%
EBAY vs CLBK
+64.7%
+117.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | -3.0% | -1.5% | -1.5% | -2.7% |
| 30D | -3.6% | +6.7% | -10.3% | -5.2% |
| 3M | -4.4% | +21.2% | -25.6% | -8.9% |
| 6M | +12.1% | +42.0% | -29.9% | +2.7% |
| YTD | +19.9% | +63.3% | -43.3% | +6.0% |
| 1Y | +13.4% | +65.4% | -52.0% | -0.5% |
| 3Y | +150.5% | +52.5% | +98.0% | +119.3% |
| 5Y | +54.8% | +42.0% | +12.9% | +35.4% |
| All | +182.2% | +64.7% | +117.4% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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