+63.3%
PYPL vs CBOE
+633.4%
-570.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.3% |
| 7D | +0.1% | +6.3% | -6.2% | -1.4% |
| 30D | +5.7% | +24.9% | -19.3% | +0.1% |
| 3M | -1.9% | +28.5% | -30.4% | -8.0% |
| 6M | +31.8% | +2.9% | +28.9% | +30.0% |
| YTD | +2.4% | +50.7% | -48.2% | -9.5% |
| 1Y | -8.2% | +45.5% | -53.7% | -18.2% |
| 3Y | +10.2% | +116.3% | -106.1% | -14.9% |
| 5Y | -71.2% | +204.3% | -275.6% | -80.6% |
| 10Y | +49.6% | +526.3% | -476.8% | -24.3% |
| All | +63.3% | +633.4% | -570.2% | -20.7% |
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