+271.9%
EBAY vs CLF
+120.0%
+151.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.3% |
| 7D | -0.4% | +6.5% | -6.9% | -1.1% |
| 30D | -6.3% | +0.2% | -6.6% | -6.5% |
| 3M | -3.3% | -3.1% | -0.2% | -3.5% |
| 6M | +13.5% | +25.0% | -11.6% | +9.0% |
| YTD | +21.2% | -7.5% | +28.6% | +19.9% |
| 1Y | +13.9% | +11.5% | +2.3% | +9.4% |
| 3Y | +153.1% | -13.7% | +166.8% | +141.4% |
| 5Y | +54.5% | -47.0% | +101.5% | +52.8% |
| All | +271.9% | +120.0% | +151.9% | +211.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling