+152.6%
EBAY vs CNH
+7.0%
+145.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +2.1% |
| 7D | -0.4% | +8.8% | -9.2% | -1.9% |
| 30D | -6.3% | +24.7% | -31.0% | -10.0% |
| 3M | -3.3% | +27.3% | -30.6% | -7.7% |
| 6M | +13.5% | +23.2% | -9.7% | +8.5% |
| YTD | +21.2% | +48.9% | -27.7% | +9.8% |
| 1Y | +13.9% | +19.4% | -5.5% | +8.9% |
| All | +152.6% | +7.0% | +145.6% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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