+10.2%
PYPL vs CBOE
+119.7%
-109.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.8% |
| 7D | +0.1% | +6.3% | -6.2% | +0.3% |
| 30D | +5.7% | +24.9% | -19.3% | +6.7% |
| 3M | -1.9% | +28.5% | -30.4% | -0.6% |
| 6M | +31.8% | +2.9% | +28.9% | +31.8% |
| YTD | +2.4% | +50.7% | -48.2% | +6.0% |
| 1Y | -8.2% | +45.5% | -53.7% | -5.5% |
| 3Y | +10.2% | +116.3% | -106.1% | +20.0% |
| All | +10.2% | +119.7% | -109.4% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 3y: compounded portfolio wealth divided by compounded CBOE 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…
3y analysis · Full analysis span regression · 6 months rolling