+60.6%
PYPL vs CCI
+78.3%
-17.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.3% |
| 7D | -1.1% | -1.4% | +0.3% | -0.6% |
| 30D | +3.8% | +12.7% | -8.9% | -2.0% |
| 3M | -1.3% | +23.0% | -24.3% | -11.0% |
| 6M | +29.0% | +0.6% | +28.4% | +26.6% |
| YTD | +0.7% | +4.9% | -4.1% | -3.8% |
| 1Y | -12.3% | +0.7% | -13.0% | -14.7% |
| 3Y | +7.6% | +10.2% | -2.6% | -4.4% |
| 5Y | -71.7% | -36.4% | -35.3% | -66.8% |
| 10Y | +47.1% | +66.6% | -19.5% | -2.0% |
| All | +60.6% | +78.3% | -17.7% | +1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling