+732.7%
CLS vs PYPL
+5.7%
+727.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -22.2% | +3.9% | -26.1% | -22.8% |
| 30D | -44.4% | +7.8% | -52.2% | -45.2% |
| 3M | -34.3% | -0.7% | -33.6% | -34.3% |
| 6M | -50.1% | +28.8% | -78.8% | -53.2% |
| YTD | -30.1% | +2.4% | -32.5% | -31.0% |
| 1Y | -39.3% | -9.6% | -29.7% | -37.6% |
| 3Y | +732.7% | +9.7% | +723.0% | +667.5% |
| All | +732.7% | +5.7% | +727.0% | +667.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling