+14.1%
EBAY vs CLF
+18.4%
-4.3%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.6% |
| 7D | -2.0% | +2.3% | -4.3% | -1.9% |
| 30D | +7.0% | +1.9% | +5.1% | +7.0% |
| 3M | +16.1% | +5.9% | +10.2% | +16.2% |
| 6M | +14.1% | +16.9% | -2.8% | +17.3% |
| All | +14.1% | +18.4% | -4.3% | +17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling