+16,298.1%
EBAY vs CP
+5,912.1%
+10,386.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.4% |
| 7D | -2.6% | +0.9% | -3.5% | -2.9% |
| 30D | +3.2% | +10.3% | -7.1% | -0.5% |
| 3M | +17.8% | +2.3% | +15.5% | +16.6% |
| 6M | +9.5% | +10.7% | -1.3% | +4.9% |
| YTD | +39.2% | +29.3% | +9.9% | +25.0% |
| 1Y | +38.6% | +31.5% | +7.1% | +23.6% |
| 3Y | +216.8% | +36.7% | +180.1% | +173.8% |
| 5Y | +77.5% | +26.8% | +50.7% | +56.1% |
| 10Y | +375.7% | +260.1% | +115.6% | +168.0% |
| All | +16,298.1% | +5,912.1% | +10,386.0% | +3,106.3% |
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