-5.0%
CMG vs PYPL
-81.3%
+76.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.3% |
| 7D | -3.8% | -5.9% | +2.1% | -2.2% |
| 30D | +12.9% | -9.4% | +22.3% | +15.5% |
| 3M | +18.8% | +31.3% | -12.5% | +7.5% |
| 6M | +4.1% | +19.1% | -15.0% | -3.2% |
| YTD | -2.4% | -7.9% | +5.5% | -2.6% |
| 1Y | -6.7% | -17.9% | +11.2% | -3.6% |
| 3Y | -7.1% | -11.6% | +4.5% | -10.4% |
| 5Y | -5.0% | -81.0% | +76.1% | +35.0% |
| All | -5.0% | -81.3% | +76.3% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling