+61.9%
EBAY vs CTVA
+102.9%
-41.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | +4.2% | -4.5% | +8.7% | +5.6% |
| 30D | +5.6% | +11.3% | -5.7% | +2.4% |
| 3M | -1.4% | +12.3% | -13.7% | -5.3% |
| 6M | +18.2% | +7.2% | +11.0% | +14.8% |
| YTD | +24.8% | +26.0% | -1.2% | +15.1% |
| 1Y | +18.0% | +16.0% | +2.0% | +11.3% |
| 3Y | +160.3% | +73.9% | +86.4% | +115.3% |
| All | +61.9% | +102.9% | -41.0% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling