-32.5%
CBRS vs PYPL
+21.9%
-54.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -3.0% | +13.3% | +9.4% |
| 7D | +17.3% | +2.7% | +14.6% | +17.9% |
| 30D | -2.0% | -4.9% | +2.9% | -2.8% |
| 3M | -2.5% | +28.9% | -31.4% | +5.6% |
| All | -32.5% | +21.9% | -54.4% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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 · Available span rolling