+13.4%
EBAY vs CMS
-0.2%
+13.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.1% |
| 7D | -3.0% | +0.2% | -3.2% | -3.0% |
| 30D | -3.6% | -1.3% | -2.3% | -3.7% |
| 3M | -4.4% | -5.4% | +0.9% | -4.5% |
| 6M | +12.1% | -10.3% | +22.4% | +12.1% |
| YTD | +19.9% | -0.2% | +20.2% | +20.5% |
| 1Y | +13.4% | -0.9% | +14.2% | +12.6% |
| All | +13.4% | -0.2% | +13.6% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling