+61.9%
EBAY vs CMI
+164.8%
-102.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.2% |
| 7D | +4.2% | -0.7% | +4.9% | +4.4% |
| 30D | +5.6% | -12.4% | +18.0% | +9.8% |
| 3M | -1.4% | -14.8% | +13.4% | +2.5% |
| 6M | +18.2% | +0.8% | +17.4% | +14.5% |
| YTD | +24.8% | +10.2% | +14.7% | +15.7% |
| 1Y | +18.0% | +37.4% | -19.4% | -1.0% |
| 3Y | +160.3% | +153.3% | +7.0% | +57.1% |
| All | +61.9% | +164.8% | -102.9% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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