+971.9%
EBAY vs COPX
+179.8%
+792.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.0% | +8.5% | +3.5% |
| 7D | -0.8% | -2.9% | +2.1% | -0.1% |
| 30D | -0.6% | 0.0% | -0.6% | -1.0% |
| 3M | -1.0% | +14.8% | -15.8% | -6.1% |
| 6M | +16.3% | +7.0% | +9.2% | +11.2% |
| YTD | +21.7% | +23.8% | -2.2% | +10.3% |
| 1Y | +16.5% | +75.7% | -59.2% | -5.9% |
| 3Y | +154.2% | +156.4% | -2.2% | +76.0% |
| 5Y | +58.1% | +167.6% | -109.5% | +5.2% |
| 10Y | +273.5% | +569.1% | -295.7% | +69.4% |
| All | +971.9% | +179.8% | +792.1% | +538.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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