-80.5%
PYPL vs CCI
-50.3%
-30.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.2% | -2.4% |
| 7D | +2.7% | -0.4% | +3.1% | +2.8% |
| 30D | -4.9% | +2.7% | -7.6% | -5.8% |
| 3M | +28.9% | -18.2% | +47.1% | +37.7% |
| 6M | +18.2% | -14.8% | +33.0% | +24.1% |
| YTD | -5.0% | -12.6% | +7.6% | -1.6% |
| 1Y | -18.8% | -16.7% | -2.1% | -14.5% |
| 3Y | -12.6% | -10.5% | -2.1% | -14.6% |
| All | -80.5% | -50.3% | -30.2% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling