-71.8%
PYPL vs CCJ
+159.0%
-230.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.1% | +2.0% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | +5.7% | -13.2% | +18.9% | +8.6% |
| 3M | -1.9% | -27.6% | +25.7% | +4.7% |
| 6M | +31.8% | -38.7% | +70.5% | +45.1% |
| YTD | +2.4% | -22.7% | +25.1% | +4.2% |
| 1Y | -8.2% | -17.6% | +9.3% | -8.4% |
| 3Y | +10.2% | +62.7% | -52.5% | -15.9% |
| All | -71.8% | +159.0% | -230.8% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling