+46.9%
PYPL vs CCI
+59.7%
-12.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.8% |
| 7D | +1.0% | +3.2% | -2.2% | -0.4% |
| 30D | +5.9% | +12.2% | -6.3% | +0.4% |
| 3M | -0.2% | +23.1% | -23.4% | -9.7% |
| 6M | +30.3% | +1.3% | +29.0% | +27.7% |
| YTD | +1.6% | +4.5% | -2.9% | -2.6% |
| 1Y | -10.3% | +2.3% | -12.6% | -13.2% |
| 3Y | +8.5% | +9.8% | -1.3% | -3.0% |
| 5Y | -71.0% | -36.5% | -34.4% | -66.1% |
| 10Y | +46.9% | +64.7% | -17.7% | +18.1% |
| All | +46.9% | +59.7% | -12.8% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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