+14,028.3%
EBAY vs CMI
+13,446.6%
+581.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -3.0% | +0.7% | -3.7% | -3.3% |
| 30D | -3.6% | -12.3% | +8.7% | +0.8% |
| 3M | -4.4% | -16.8% | +12.3% | +0.9% |
| 6M | +12.1% | +1.5% | +10.5% | +9.2% |
| YTD | +19.9% | +9.8% | +10.1% | +12.8% |
| 1Y | +13.4% | +42.6% | -29.2% | -3.8% |
| 3Y | +150.5% | +151.0% | -0.5% | +69.3% |
| 5Y | +54.8% | +167.0% | -112.2% | +1.4% |
| 10Y | +268.1% | +512.2% | -244.1% | +69.4% |
| All | +14,028.3% | +13,446.6% | +581.7% | +1,552.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling