+480.1%
EBAY vs CNH
+36.9%
+443.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -1.1% |
| 7D | -2.6% | +6.4% | -9.0% | -4.3% |
| 30D | +3.2% | -1.6% | +4.8% | +3.3% |
| 3M | +17.8% | +11.6% | +6.2% | +13.4% |
| 6M | +9.5% | +12.5% | -3.1% | +4.2% |
| YTD | +39.2% | +31.1% | +8.1% | +26.0% |
| 1Y | +38.6% | +17.0% | +21.6% | +29.2% |
| 3Y | +216.8% | +28.7% | +188.1% | +181.6% |
| 5Y | +77.5% | -17.4% | +94.9% | +73.6% |
| 10Y | +375.7% | +105.0% | +270.7% | +256.4% |
| All | +480.1% | +36.9% | +443.2% | +343.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling