+160.3%
EBAY vs CTVA
+74.2%
+86.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | +4.2% | -4.5% | +8.7% | +5.4% |
| 30D | +5.6% | +11.3% | -5.7% | +2.8% |
| 3M | -1.4% | +12.3% | -13.7% | -4.9% |
| 6M | +18.2% | +7.2% | +11.0% | +15.1% |
| YTD | +24.8% | +26.0% | -1.2% | +16.0% |
| 1Y | +18.0% | +16.0% | +2.0% | +11.5% |
| 3Y | +160.3% | +73.9% | +86.4% | +127.1% |
| All | +160.3% | +74.2% | +86.0% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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