+225.8%
EBAY vs CMS
+39.1%
+186.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | +4.1% | +0.5% | +3.6% | +4.0% |
| 30D | +10.1% | +7.4% | +2.7% | +7.4% |
| 3M | +15.0% | +1.9% | +13.2% | +14.2% |
| 6M | +15.4% | -2.3% | +17.7% | +15.9% |
| YTD | +43.1% | +3.0% | +40.2% | +39.6% |
| 1Y | +46.9% | -2.8% | +49.6% | +47.3% |
| 3Y | +225.8% | +37.9% | +187.8% | +176.3% |
| All | +225.8% | +39.1% | +186.6% | +176.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling