+52.7%
EBAY vs CLF
-47.4%
+100.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.5% |
| 7D | -2.1% | +7.6% | -9.7% | -3.0% |
| 30D | -6.7% | -1.2% | -5.5% | -6.7% |
| 3M | -5.0% | -13.4% | +8.4% | -3.7% |
| 6M | +14.6% | +15.4% | -0.8% | +10.7% |
| YTD | +19.8% | -5.9% | +25.7% | +18.2% |
| 1Y | +12.6% | +18.8% | -6.2% | +6.2% |
| 3Y | +141.0% | -19.4% | +160.4% | +132.3% |
| All | +52.7% | -47.4% | +100.1% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling