+16,298.1%
EBAY vs CMS
+299.2%
+15,999.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -2.6% | -1.3% | -1.3% | -2.3% |
| 30D | +3.2% | +5.3% | -2.0% | +1.8% |
| 3M | +17.8% | -0.3% | +18.1% | +17.8% |
| 6M | +9.5% | -4.0% | +13.5% | +10.3% |
| YTD | +39.2% | +2.1% | +37.1% | +37.9% |
| 1Y | +38.6% | -4.7% | +43.3% | +39.7% |
| 3Y | +216.8% | +36.8% | +180.0% | +190.7% |
| 5Y | +77.5% | +34.9% | +42.6% | +62.8% |
| 10Y | +375.7% | +134.7% | +241.0% | +273.8% |
| All | +16,298.1% | +299.2% | +15,999.0% | +9,388.3% |
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 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