+388.5%
EBAY vs CVE
+147.6%
+240.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.2% |
| 7D | -2.6% | +4.6% | -7.2% | -3.0% |
| 30D | +3.2% | -12.0% | +15.2% | +4.2% |
| 3M | +17.8% | -3.8% | +21.6% | +17.9% |
| 6M | +9.5% | -2.7% | +12.2% | +9.2% |
| YTD | +39.2% | +73.6% | -34.4% | +31.0% |
| 1Y | +38.6% | +62.0% | -23.4% | +31.3% |
| 3Y | +216.8% | +72.7% | +144.1% | +195.1% |
| 5Y | +77.5% | +153.9% | -76.4% | +58.3% |
| All | +388.5% | +147.6% | +240.8% | +302.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling