+11.9%
PYPL vs CCL
+145.8%
-134.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | +0.2% |
| 7D | +2.2% | +3.1% | -0.9% | +1.2% |
| 30D | +8.1% | +17.5% | -9.4% | +3.3% |
| 3M | +1.9% | +6.8% | -4.9% | -0.4% |
| 6M | +33.1% | +18.7% | +14.4% | +25.6% |
| YTD | +3.8% | +3.0% | +0.7% | +0.5% |
| 1Y | -8.3% | +17.7% | -26.0% | -15.5% |
| 3Y | +11.9% | +155.6% | -143.7% | -27.5% |
| All | +11.9% | +145.8% | -134.0% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling