+46.5%
PYPL vs CBOE
+473.1%
-426.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.8% |
| 7D | +1.7% | -4.6% | +6.4% | +2.9% |
| 30D | -9.7% | +2.6% | -12.4% | -10.4% |
| 3M | +29.2% | +4.9% | +24.3% | +26.8% |
| 6M | +13.9% | -2.2% | +16.0% | +12.9% |
| YTD | -8.1% | +17.7% | -25.8% | -13.6% |
| 1Y | -21.4% | +26.1% | -47.5% | -27.6% |
| 3Y | -11.8% | +97.1% | -108.9% | -31.5% |
| 5Y | -81.1% | +149.2% | -230.3% | -86.7% |
| 10Y | +36.9% | +385.1% | -348.1% | -26.1% |
| All | +46.5% | +473.1% | -426.6% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling