+54.8%
EBAY vs CNH
+12.3%
+42.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.6% |
| 7D | -3.0% | +1.8% | -4.8% | -3.5% |
| 30D | -3.6% | +32.6% | -36.2% | -10.4% |
| 3M | -4.4% | +29.4% | -33.9% | -11.1% |
| 6M | +12.1% | +26.0% | -13.9% | +4.3% |
| YTD | +19.9% | +52.2% | -32.3% | +4.8% |
| 1Y | +13.4% | +23.9% | -10.5% | +5.2% |
| 3Y | +150.5% | +10.1% | +140.4% | +135.5% |
| 5Y | +54.8% | +13.2% | +41.7% | +38.7% |
| All | +54.8% | +12.3% | +42.5% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling