+63.2%
PYPL vs CDW
+427.0%
-363.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | +3.9% | +2.1% | +1.8% | +2.5% |
| 30D | +7.8% | +14.7% | -6.9% | +0.2% |
| 3M | -0.7% | +11.1% | -11.8% | -7.2% |
| 6M | +28.8% | +45.6% | -16.8% | +2.3% |
| YTD | +2.4% | +17.1% | -14.7% | -11.4% |
| 1Y | -9.6% | +13.2% | -22.8% | -20.3% |
| 3Y | +9.7% | -22.2% | +31.9% | +14.7% |
| 5Y | -73.5% | -10.1% | -63.4% | -74.8% |
| 10Y | +46.5% | +307.0% | -260.5% | -33.9% |
| All | +63.2% | +427.0% | -363.9% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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