+54.8%
EBAY vs CRL
-37.6%
+92.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.9% |
| 7D | -3.0% | -4.6% | +1.6% | -2.1% |
| 30D | -3.6% | +0.5% | -4.1% | -3.8% |
| 3M | -4.4% | +46.6% | -51.1% | -12.1% |
| 6M | +12.1% | +57.3% | -45.2% | +0.7% |
| YTD | +19.9% | +39.5% | -19.6% | +10.4% |
| 1Y | +13.4% | +76.9% | -63.5% | -1.3% |
| 3Y | +150.5% | +39.4% | +111.1% | +121.9% |
| 5Y | +54.8% | -37.2% | +92.0% | +61.1% |
| All | +54.8% | -37.6% | +92.5% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling