+63.3%
PYPL vs CDNS
+1,583.2%
-1,519.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +3.4% |
| 7D | +0.1% | +1.0% | -0.9% | -0.6% |
| 30D | +5.7% | -2.0% | +7.6% | +6.1% |
| 3M | -1.9% | -0.2% | -1.7% | -3.4% |
| 6M | +31.8% | -8.9% | +40.7% | +33.9% |
| YTD | +2.4% | +3.3% | -0.9% | -4.4% |
| 1Y | -8.2% | +2.2% | -10.5% | -14.2% |
| 3Y | +10.2% | +22.4% | -12.2% | -16.7% |
| 5Y | -71.2% | +78.0% | -149.2% | -84.0% |
| 10Y | +49.6% | +1,175.2% | -1,125.7% | -75.7% |
| All | +63.3% | +1,583.2% | -1,519.9% | -77.9% |
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