+1,968.6%
EBAY vs CRL
+1,379.5%
+589.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.7% | -1.9% |
| 7D | -2.1% | -1.0% | -1.1% | -1.8% |
| 30D | -6.7% | +10.7% | -17.3% | -9.3% |
| 3M | -5.0% | +55.3% | -60.3% | -15.9% |
| 6M | +14.6% | +60.7% | -46.0% | -0.6% |
| YTD | +19.8% | +44.6% | -24.8% | +6.6% |
| 1Y | +12.6% | +77.7% | -65.2% | -5.9% |
| 3Y | +141.0% | +37.6% | +103.3% | +104.5% |
| 5Y | +47.5% | -35.8% | +83.4% | +51.0% |
| 10Y | +263.3% | +241.7% | +21.5% | +123.0% |
| All | +1,968.6% | +1,379.5% | +589.1% | +979.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling