+18.0%
EBAY vs CNI
+33.8%
-15.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.5% |
| 7D | +4.2% | -0.4% | +4.6% | +4.2% |
| 30D | +5.6% | -2.7% | +8.3% | +5.8% |
| 3M | -1.4% | +3.9% | -5.3% | -1.6% |
| 6M | +18.2% | +16.4% | +1.9% | +15.7% |
| YTD | +24.8% | +25.8% | -1.0% | +20.9% |
| 1Y | +18.0% | +32.4% | -14.4% | +12.3% |
| All | +18.0% | +33.8% | -15.8% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling