+153.7%
EBAY vs CTAS
+64.7%
+89.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | -0.8% | -1.3% | +0.5% | -0.4% |
| 30D | -0.6% | -3.1% | +2.5% | +0.3% |
| 3M | -1.0% | +10.3% | -11.3% | -4.0% |
| 6M | +16.3% | +1.6% | +14.6% | +15.8% |
| YTD | +21.7% | +6.3% | +15.4% | +19.4% |
| 1Y | +16.5% | -0.5% | +17.0% | +16.8% |
| All | +153.7% | +64.7% | +89.0% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 3y: compounded portfolio wealth divided by compounded CTAS 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…
3y analysis · Full analysis span regression · 6 months rolling