+16,404.6%
EBAY vs CLF
+258.7%
+16,145.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.9% | +1.1% |
| 7D | -0.9% | +10.4% | -11.2% | -2.3% |
| 30D | +3.5% | +0.6% | +2.9% | +2.7% |
| 3M | +16.0% | +4.1% | +11.9% | +14.1% |
| 6M | +7.6% | +15.1% | -7.5% | +3.2% |
| YTD | +40.1% | -4.7% | +44.8% | +36.4% |
| 1Y | +45.0% | +20.4% | +24.7% | +36.2% |
| 3Y | +228.1% | -23.4% | +251.5% | +212.0% |
| 5Y | +78.6% | -43.3% | +121.9% | +72.6% |
| 10Y | +378.8% | +80.5% | +298.2% | +238.8% |
| All | +16,404.6% | +258.7% | +16,145.9% | +6,657.2% |
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 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