+54.8%
EBAY vs CP
+30.0%
+24.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.7% |
| 7D | -3.0% | +0.6% | -3.6% | -3.2% |
| 30D | -3.6% | -0.5% | -3.1% | -3.6% |
| 3M | -4.4% | +0.1% | -4.5% | -4.8% |
| 6M | +12.1% | +7.8% | +4.2% | +8.5% |
| YTD | +19.9% | +22.9% | -2.9% | +10.3% |
| 1Y | +13.4% | +21.3% | -7.9% | +4.8% |
| 3Y | +150.5% | +20.4% | +130.1% | +126.4% |
| 5Y | +54.8% | +34.9% | +19.9% | +29.5% |
| All | +54.8% | +30.0% | +24.8% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling