+38.8%
PYPL vs CCI
+17.8%
+21.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.4% |
| 7D | -4.3% | -0.3% | -4.1% | -4.2% |
| 30D | -11.5% | +2.1% | -13.6% | -12.3% |
| 3M | +26.1% | -17.8% | +44.0% | +36.8% |
| 6M | +13.7% | -14.2% | +27.9% | +20.4% |
| YTD | -9.8% | -13.3% | +3.5% | -5.5% |
| 1Y | -22.1% | -16.6% | -5.4% | -17.0% |
| 3Y | -13.5% | -10.8% | -2.7% | -14.5% |
| 5Y | -81.6% | -50.3% | -31.3% | -75.8% |
| 10Y | +38.8% | +22.5% | +16.3% | +23.1% |
| All | +38.8% | +17.8% | +21.0% | +23.1% |
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