+63.8%
PYPL vs CDNS
+1,615.8%
-1,552.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.6% |
| 7D | -1.2% | -0.1% | -1.1% | -1.3% |
| 30D | +6.1% | -5.5% | +11.6% | +8.7% |
| 3M | +1.1% | +0.5% | +0.5% | -0.8% |
| 6M | +32.7% | -9.6% | +42.3% | +35.6% |
| YTD | +2.8% | +5.3% | -2.6% | -5.0% |
| 1Y | -10.8% | +3.4% | -14.1% | -16.9% |
| 3Y | +9.8% | +25.9% | -16.1% | -18.3% |
| 5Y | -70.2% | +85.8% | -156.0% | -83.9% |
| 10Y | +50.1% | +1,199.9% | -1,149.8% | -75.9% |
| All | +63.8% | +1,615.8% | -1,552.0% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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