+36.9%
PYPL vs CCL
-41.5%
+78.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.9% |
| 7D | +1.7% | -0.1% | +1.9% | +1.8% |
| 30D | -9.7% | -20.0% | +10.2% | -5.3% |
| 3M | +29.2% | -13.7% | +42.9% | +33.1% |
| 6M | +13.9% | -9.0% | +22.9% | +15.0% |
| YTD | -8.1% | -22.8% | +14.7% | -4.2% |
| 1Y | -21.4% | -25.3% | +3.9% | -17.9% |
| 3Y | -11.8% | +54.1% | -65.9% | -23.2% |
| 5Y | -81.1% | +3.5% | -84.6% | -83.5% |
| 10Y | +36.9% | -41.0% | +78.0% | +32.6% |
| All | +36.9% | -41.5% | +78.4% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 10y: compounded portfolio wealth divided by compounded CCL 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…
10y analysis · Full analysis span regression · 6 months rolling