+9.3%
PYPL vs CCJ
+72.4%
-63.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.7% |
| 7D | +1.0% | +0.4% | +0.6% | +0.9% |
| 30D | +5.9% | -17.2% | +23.1% | +8.1% |
| 3M | -0.2% | -25.1% | +24.9% | +3.1% |
| 6M | +30.3% | -37.6% | +67.9% | +37.4% |
| YTD | +1.6% | -20.4% | +21.9% | +2.1% |
| 1Y | -10.3% | -22.5% | +12.2% | -9.6% |
| All | +9.3% | +72.4% | -63.1% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 3y: compounded portfolio wealth divided by compounded CCJ 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…
3y analysis · Full analysis span regression · 6 months rolling