+14,014.6%
EBAY vs CLF
+254.4%
+13,760.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.6% |
| 7D | -2.1% | +7.6% | -9.7% | -3.2% |
| 30D | -6.7% | -1.2% | -5.5% | -6.7% |
| 3M | -5.0% | -13.4% | +8.4% | -3.8% |
| 6M | +14.6% | +15.4% | -0.8% | +10.3% |
| YTD | +19.8% | -5.9% | +25.7% | +17.8% |
| 1Y | +12.6% | +18.8% | -6.2% | +5.9% |
| 3Y | +141.0% | -19.4% | +160.4% | +128.8% |
| 5Y | +47.5% | -47.7% | +95.3% | +45.0% |
| 10Y | +263.3% | +130.4% | +132.9% | +146.9% |
| All | +14,014.6% | +254.4% | +13,760.2% | +5,737.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling