+9.5%
EBAY vs CNH
+10.0%
-0.5%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -2.1% |
| 7D | -2.6% | +6.4% | -9.0% | -2.6% |
| 30D | +3.2% | -1.6% | +4.8% | +3.1% |
| 3M | +17.8% | +11.6% | +6.2% | +17.5% |
| 6M | +9.5% | +12.5% | -3.1% | +10.3% |
| All | +9.5% | +10.0% | -0.5% | +10.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling