+223.7%
EBAY vs CTVA
+211.9%
+11.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | -3.0% | -5.8% | +2.8% | -1.4% |
| 30D | -3.6% | +11.1% | -14.7% | -6.3% |
| 3M | -4.4% | +13.2% | -17.7% | -8.0% |
| 6M | +12.1% | +8.7% | +3.3% | +8.9% |
| YTD | +19.9% | +27.3% | -7.4% | +11.5% |
| 1Y | +13.4% | +18.0% | -4.6% | +7.4% |
| 3Y | +150.5% | +76.5% | +74.0% | +110.6% |
| 5Y | +54.8% | +105.1% | -50.3% | +24.6% |
| All | +223.7% | +211.9% | +11.8% | +126.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling