+276.1%
EBAY vs CRS
+1,392.1%
-1,116.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.8% |
| 7D | +4.2% | -6.8% | +11.0% | +5.2% |
| 30D | +5.6% | -16.1% | +21.8% | +8.2% |
| 3M | -1.4% | -21.2% | +19.8% | +1.6% |
| 6M | +18.2% | +8.7% | +9.5% | +15.5% |
| YTD | +24.8% | +41.0% | -16.1% | +16.8% |
| 1Y | +18.0% | +82.7% | -64.6% | +5.4% |
| 3Y | +160.3% | +604.8% | -444.5% | +75.5% |
| 5Y | +62.1% | +1,384.7% | -1,322.5% | -5.9% |
| All | +276.1% | +1,392.1% | -1,116.0% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling