+60.6%
PYPL vs CCJ
+461.9%
-401.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.3% |
| 7D | -1.1% | +5.0% | -6.2% | -2.1% |
| 30D | +3.8% | -16.7% | +20.5% | +7.3% |
| 3M | -1.3% | -27.5% | +26.2% | +4.8% |
| 6M | +29.0% | -38.6% | +67.7% | +40.7% |
| YTD | +0.7% | -21.5% | +22.3% | +2.6% |
| 1Y | -12.3% | -22.3% | +10.0% | -10.7% |
| 3Y | +7.6% | +69.9% | -62.3% | -12.1% |
| 5Y | -71.7% | +163.6% | -235.3% | -79.8% |
| 10Y | +47.1% | +782.3% | -735.2% | -25.8% |
| All | +60.6% | +461.9% | -401.3% | -9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling