+65.4%
PYPL vs CCL
-26.2%
+91.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | +0.4% |
| 7D | +2.2% | +3.1% | -0.9% | +1.4% |
| 30D | +8.1% | +17.5% | -9.4% | +4.1% |
| 3M | +1.9% | +6.8% | -4.9% | -0.1% |
| 6M | +33.1% | +18.7% | +14.4% | +26.9% |
| YTD | +3.8% | +3.0% | +0.7% | +1.0% |
| 1Y | -8.3% | +17.7% | -26.0% | -13.7% |
| 3Y | +11.9% | +155.6% | -143.7% | -13.4% |
| 5Y | -70.4% | +30.2% | -100.6% | -75.7% |
| 10Y | +47.2% | -28.5% | +75.6% | +31.4% |
| All | +65.4% | -26.2% | +91.6% | +41.9% |
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