+262.7%
EBAY vs CVE
+170.0%
+92.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.9% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | -6.3% | +17.5% | -23.8% | -7.8% |
| 3M | -3.3% | +16.2% | -19.5% | -4.8% |
| 6M | +13.5% | +47.8% | -34.3% | +8.8% |
| YTD | +21.2% | +98.5% | -77.3% | +12.8% |
| 1Y | +13.9% | +109.8% | -95.9% | +5.3% |
| 3Y | +153.1% | +75.5% | +77.6% | +135.4% |
| 5Y | +54.5% | +341.6% | -287.1% | +31.4% |
| 10Y | +262.7% | +159.8% | +102.9% | +204.4% |
| All | +262.7% | +170.0% | +92.7% | +204.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CVE 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling