+228.1%
EBAY vs CVE
+74.2%
+153.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.6% |
| 7D | -0.9% | +5.9% | -6.8% | -1.3% |
| 30D | +3.5% | -10.9% | +14.3% | +4.3% |
| 3M | +16.0% | -4.5% | +20.5% | +16.1% |
| 6M | +7.6% | -1.0% | +8.6% | +7.2% |
| YTD | +40.1% | +74.7% | -34.6% | +28.7% |
| 1Y | +45.0% | +65.8% | -20.8% | +34.1% |
| 3Y | +228.1% | +73.2% | +154.9% | +184.2% |
| All | +228.1% | +74.2% | +153.9% | +184.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling