+1,840.1%
CLS vs PYPL
+59.8%
+1,780.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.4% | +6.5% | +7.4% |
| 7D | -10.6% | +2.2% | -12.7% | -11.1% |
| 30D | -38.4% | +8.1% | -46.6% | -39.9% |
| 3M | -29.9% | +1.9% | -31.8% | -30.6% |
| 6M | -40.6% | +33.1% | -73.8% | -46.5% |
| YTD | -24.6% | +3.8% | -28.4% | -27.7% |
| 1Y | -30.8% | -8.3% | -22.5% | -30.9% |
| 3Y | +811.7% | +11.9% | +799.9% | +723.9% |
| 5Y | +1,838.4% | -70.4% | +1,908.9% | +2,414.2% |
| 10Y | +1,751.5% | +47.2% | +1,704.3% | +1,386.4% |
| All | +1,840.1% | +59.8% | +1,780.3% | +1,442.3% |
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