+13.4%
EBAY vs CP
+19.4%
-6.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -1.0% |
| 7D | -3.0% | +0.6% | -3.6% | -3.0% |
| 30D | -3.6% | -0.5% | -3.1% | -3.7% |
| 3M | -4.4% | +0.1% | -4.5% | -4.5% |
| 6M | +12.1% | +7.8% | +4.2% | +10.4% |
| YTD | +19.9% | +22.9% | -2.9% | +13.2% |
| 1Y | +13.4% | +21.3% | -7.9% | +7.1% |
| All | +13.4% | +19.4% | -6.0% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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