+14,014.6%
EBAY vs CMS
+291.6%
+13,723.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | -6.7% | -3.6% | -3.1% | -5.8% |
| 3M | -5.0% | -1.9% | -3.1% | -4.6% |
| 6M | +14.6% | -11.0% | +25.6% | +17.7% |
| YTD | +19.8% | +0.2% | +19.6% | +19.3% |
| 1Y | +12.6% | -1.3% | +13.9% | +12.4% |
| 3Y | +141.0% | +35.9% | +105.0% | +121.3% |
| 5Y | +47.5% | +23.1% | +24.5% | +38.3% |
| 10Y | +263.3% | +117.9% | +145.4% | +190.6% |
| All | +14,014.6% | +291.6% | +13,723.0% | +8,110.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling