+51.4%
PYPL vs CCI
+48.6%
+2.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.2% | -2.2% |
| 7D | +2.7% | -0.4% | +3.1% | +2.9% |
| 30D | -4.9% | +2.7% | -7.6% | -6.1% |
| 3M | +28.9% | -18.2% | +47.1% | +40.4% |
| 6M | +18.2% | -14.8% | +33.0% | +25.8% |
| YTD | -5.0% | -12.6% | +7.6% | -0.6% |
| 1Y | -18.8% | -16.7% | -2.1% | -13.3% |
| 3Y | -12.6% | -10.5% | -2.1% | -13.8% |
| 5Y | -80.8% | -51.4% | -29.4% | -74.2% |
| 10Y | +49.9% | +20.0% | +29.9% | +21.0% |
| All | +51.4% | +48.6% | +2.8% | +4.5% |
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