-11.8%
PYPL vs CCJ
+174.2%
-186.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.5% | -3.4% |
| 7D | +1.7% | +5.9% | -4.2% | +1.0% |
| 30D | -9.7% | +4.7% | -14.5% | -10.2% |
| 3M | +29.2% | -3.3% | +32.5% | +29.7% |
| 6M | +13.9% | -7.0% | +20.9% | +14.4% |
| YTD | -8.1% | +11.5% | -19.6% | -11.1% |
| 1Y | -21.4% | +32.3% | -53.7% | -26.6% |
| 3Y | -11.8% | +176.8% | -188.7% | -29.6% |
| All | -11.8% | +174.2% | -186.1% | -29.6% |
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