+14,014.6%
EBAY vs CP
+5,708.8%
+8,305.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -2.1% | -2.7% | +0.6% | -1.2% |
| 30D | -6.7% | +0.2% | -6.8% | -6.8% |
| 3M | -5.0% | +2.6% | -7.5% | -6.2% |
| 6M | +14.6% | +6.0% | +8.7% | +11.3% |
| YTD | +19.8% | +24.9% | -5.1% | +9.0% |
| 1Y | +12.6% | +20.1% | -7.5% | +3.9% |
| 3Y | +141.0% | +16.4% | +124.6% | +121.2% |
| 5Y | +47.5% | +31.7% | +15.8% | +27.8% |
| 10Y | +263.3% | +223.9% | +39.4% | +113.1% |
| All | +14,014.6% | +5,708.8% | +8,305.8% | +2,696.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling