+258.6%
EBAY vs CVE
+163.3%
+95.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.2% |
| 7D | -2.1% | +2.5% | -4.6% | -2.3% |
| 30D | -6.7% | +16.7% | -23.4% | -8.1% |
| 3M | -5.0% | +9.3% | -14.2% | -6.0% |
| 6M | +14.6% | +43.6% | -29.0% | +10.2% |
| YTD | +19.8% | +93.6% | -73.8% | +11.7% |
| 1Y | +12.6% | +98.8% | -86.2% | +4.6% |
| 3Y | +141.0% | +73.6% | +67.4% | +124.3% |
| 5Y | +47.5% | +312.5% | -264.9% | +26.2% |
| All | +258.6% | +163.3% | +95.3% | +201.6% |
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