+178.8%
EBAY vs CRBG
+118.1%
+60.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +5.4% | +1.0% | +4.4% | +5.2% |
| 30D | +6.0% | +1.0% | +5.0% | +5.7% |
| 3M | +0.7% | +22.1% | -21.5% | -3.7% |
| 6M | +20.0% | +51.0% | -31.0% | +9.4% |
| YTD | +26.3% | +17.6% | +8.7% | +20.9% |
| 1Y | +21.6% | +8.0% | +13.6% | +18.2% |
| 3Y | +158.2% | +118.0% | +40.2% | +92.9% |
| All | +178.8% | +118.1% | +60.7% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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