+262.7%
EBAY vs CMS
+117.1%
+145.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.7% | +1.0% |
| 7D | -0.4% | +1.2% | -1.6% | -0.7% |
| 30D | -6.3% | -3.2% | -3.2% | -5.4% |
| 3M | -3.3% | -2.2% | -1.1% | -2.7% |
| 6M | +13.5% | -9.4% | +22.9% | +16.6% |
| YTD | +21.2% | +0.7% | +20.5% | +20.2% |
| 1Y | +13.9% | +0.4% | +13.5% | +12.9% |
| 3Y | +153.1% | +35.2% | +117.9% | +128.6% |
| 5Y | +54.5% | +24.1% | +30.3% | +42.6% |
| 10Y | +262.7% | +115.8% | +146.9% | +204.5% |
| All | +262.7% | +117.1% | +145.6% | +204.5% |
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