+2,618.5%
CLS vs PYPL
+46.2%
+2,572.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.7% |
| 7D | +4.6% | +2.7% | +1.9% | +3.7% |
| 30D | -13.9% | -4.9% | -9.0% | -12.9% |
| 3M | -26.6% | +28.9% | -55.4% | -33.1% |
| 6M | +15.4% | +18.2% | -2.8% | +7.7% |
| YTD | +5.7% | -5.0% | +10.7% | +4.3% |
| 1Y | +41.1% | -18.8% | +59.9% | +46.1% |
| 3Y | +1,228.6% | -12.6% | +1,241.2% | +1,201.4% |
| 5Y | +3,240.6% | -80.8% | +3,321.4% | +4,835.3% |
| 10Y | +2,760.3% | +49.9% | +2,710.4% | +2,213.1% |
| All | +2,618.5% | +46.2% | +2,572.2% | +2,125.5% |
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 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 · 6 months rolling