+322.0%
CMG vs PYPL
+44.3%
+277.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | -2.1% | -2.3% | +0.2% | -1.3% |
| 30D | +10.9% | -9.0% | +19.9% | +13.8% |
| 3M | +15.8% | +30.6% | -14.7% | +3.6% |
| 6M | +6.9% | +18.6% | -11.6% | -1.4% |
| YTD | -2.2% | -7.2% | +5.0% | -2.9% |
| 1Y | -7.1% | -19.3% | +12.2% | -3.4% |
| 3Y | -7.1% | -12.3% | +5.2% | -10.5% |
| 5Y | -4.8% | -80.9% | +76.1% | +55.9% |
| All | +322.0% | +44.3% | +277.7% | +291.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling