+16.5%
EBAY vs CRL
+73.3%
-56.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.7% |
| 7D | -0.8% | -6.9% | +6.2% | +0.2% |
| 30D | -0.6% | -3.2% | +2.6% | -0.2% |
| 3M | -1.0% | +46.5% | -47.5% | -7.0% |
| 6M | +16.3% | +63.1% | -46.8% | +6.6% |
| YTD | +21.7% | +36.9% | -15.2% | +13.9% |
| 1Y | +16.5% | +78.1% | -61.6% | +10.1% |
| All | +16.5% | +73.3% | -56.8% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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