+190.5%
CMG vs PYPL
+57.7%
+132.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.2% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +15.6% | +5.7% | +9.9% | +13.5% |
| 3M | +8.2% | -1.9% | +10.1% | +8.1% |
| 6M | +9.9% | +31.8% | -21.9% | -1.9% |
| YTD | -4.6% | +2.4% | -7.1% | -8.5% |
| 1Y | +12.4% | -8.2% | +20.7% | +12.1% |
| 3Y | -18.0% | +10.2% | -28.2% | -26.8% |
| 5Y | -5.3% | -71.2% | +65.9% | +30.7% |
| 10Y | +344.2% | +49.6% | +294.7% | +271.9% |
| All | +190.5% | +57.7% | +132.8% | +135.7% |
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