+51.4%
PYPL vs CDNS
+1,425.3%
-1,373.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.0% | +1.0% | -0.8% |
| 7D | +2.7% | -14.0% | +16.7% | +11.3% |
| 30D | -4.9% | -13.2% | +8.3% | +2.4% |
| 3M | +28.9% | -28.9% | +57.8% | +53.4% |
| 6M | +18.2% | -4.2% | +22.4% | +17.0% |
| YTD | -5.0% | -6.4% | +1.3% | -5.2% |
| 1Y | -18.8% | -16.2% | -2.6% | -14.4% |
| 3Y | -12.6% | +20.2% | -32.8% | -33.4% |
| 5Y | -80.8% | +76.6% | -157.4% | -89.4% |
| 10Y | +49.9% | +1,029.7% | -979.8% | -73.7% |
| All | +51.4% | +1,425.3% | -1,373.9% | -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