+385.7%
EBAY vs CMS
+137.8%
+248.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -2.0% | -1.1% | -0.9% | -1.6% |
| 30D | +7.0% | +6.6% | +0.4% | +4.9% |
| 3M | +16.1% | +0.8% | +15.3% | +15.7% |
| 6M | +14.1% | -3.3% | +17.4% | +15.0% |
| YTD | +42.1% | +2.7% | +39.4% | +40.1% |
| 1Y | +42.4% | -4.0% | +46.4% | +43.4% |
| 3Y | +223.5% | +37.6% | +185.9% | +190.6% |
| 5Y | +82.8% | +35.4% | +47.3% | +64.7% |
| 10Y | +385.7% | +136.0% | +249.7% | +294.3% |
| All | +385.7% | +137.8% | +248.0% | +294.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling