+40.1%
PYPL vs CDE
+61.6%
-21.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | -2.3% | -3.1% | +0.9% | -1.9% |
| 30D | -9.0% | +9.5% | -18.5% | -10.1% |
| 3M | +30.6% | +25.5% | +5.1% | +26.1% |
| 6M | +18.6% | -7.9% | +26.5% | +18.1% |
| YTD | -7.2% | +15.6% | -22.7% | -11.2% |
| 1Y | -19.3% | +34.0% | -53.3% | -25.2% |
| 3Y | -12.3% | +791.9% | -804.2% | -40.7% |
| 5Y | -80.9% | +197.7% | -278.6% | -85.8% |
| All | +40.1% | +61.6% | -21.5% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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