+268.1%
EBAY vs CLF
+116.4%
+151.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | -3.0% | -2.7% | -0.3% | -2.7% |
| 30D | -3.6% | -3.2% | -0.4% | -3.4% |
| 3M | -4.4% | -5.0% | +0.5% | -4.5% |
| 6M | +12.1% | +26.6% | -14.5% | +7.5% |
| YTD | +19.9% | -9.0% | +28.9% | +18.9% |
| 1Y | +13.4% | +11.8% | +1.5% | +8.9% |
| 3Y | +150.5% | -15.1% | +165.6% | +139.4% |
| 5Y | +54.8% | -48.2% | +103.0% | +53.6% |
| 10Y | +268.1% | +127.6% | +140.5% | +208.4% |
| All | +268.1% | +116.4% | +151.7% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CLF 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling