+51.4%
PYPL vs CCL
-44.0%
+95.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.2% | -3.1% |
| 7D | +2.7% | -5.0% | +7.7% | +3.9% |
| 30D | -4.9% | -20.3% | +15.5% | 0.0% |
| 3M | +28.9% | -15.1% | +44.0% | +33.3% |
| 6M | +18.2% | -15.1% | +33.3% | +21.3% |
| YTD | -5.0% | -21.8% | +16.8% | -1.2% |
| 1Y | -18.8% | -24.8% | +6.0% | -15.3% |
| 3Y | -12.6% | +51.9% | -64.4% | -24.0% |
| 5Y | -80.8% | +4.0% | -84.8% | -83.3% |
| 10Y | +49.9% | -42.2% | +92.1% | +39.2% |
| All | +51.4% | -44.0% | +95.4% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling