+204.4%
CMG vs PYPL
+41.5%
+162.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +1.1% |
| 7D | -1.5% | +1.7% | -3.2% | -2.1% |
| 30D | +12.7% | -9.7% | +22.5% | +15.8% |
| 3M | +26.3% | +29.2% | -2.9% | +13.7% |
| 6M | +4.5% | +13.9% | -9.4% | -2.1% |
| YTD | -0.1% | -8.1% | +8.0% | -0.5% |
| 1Y | -6.8% | -21.4% | +14.6% | -2.3% |
| 3Y | -5.0% | -11.8% | +6.8% | -8.4% |
| 5Y | -3.0% | -81.1% | +78.1% | +55.3% |
| 10Y | +323.6% | +36.9% | +286.6% | +266.2% |
| All | +204.4% | +41.5% | +162.9% | +156.3% |
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