+1,698.8%
CLS vs PYPL
+57.6%
+1,641.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -22.2% | +3.9% | -26.1% | -23.2% |
| 30D | -44.4% | +7.8% | -52.2% | -45.7% |
| 3M | -34.3% | -0.7% | -33.6% | -34.5% |
| 6M | -50.1% | +28.8% | -78.8% | -54.6% |
| YTD | -30.1% | +2.4% | -32.5% | -32.7% |
| 1Y | -39.3% | -9.6% | -29.7% | -39.2% |
| 3Y | +732.7% | +9.7% | +723.0% | +657.0% |
| 5Y | +1,777.2% | -73.5% | +1,850.7% | +2,406.2% |
| 10Y | +1,645.6% | +46.5% | +1,599.2% | +1,303.8% |
| All | +1,698.8% | +57.6% | +1,641.1% | +1,335.4% |
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