-12.6%
PYPL vs CAI
-14.7%
+2.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +2.0% |
| 7D | +0.1% | -8.7% | +8.7% | +0.9% |
| 30D | +5.7% | -23.8% | +29.5% | +8.0% |
| 3M | -1.9% | +3.9% | -5.8% | -3.0% |
| 6M | +31.8% | +56.8% | -25.0% | +25.0% |
| YTD | +2.4% | -14.6% | +17.0% | +0.3% |
| 1Y | -8.2% | -5.2% | -3.1% | -10.6% |
| All | -12.6% | -14.7% | +2.1% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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