+63.2%
PYPL vs CFG
+252.6%
-189.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | +3.9% | -0.9% | +4.8% | +4.3% |
| 30D | +7.8% | +1.1% | +6.7% | +7.4% |
| 3M | -0.7% | -12.0% | +11.3% | +3.8% |
| 6M | +28.8% | -2.2% | +31.0% | +29.5% |
| YTD | +2.4% | +11.4% | -9.0% | -2.4% |
| 1Y | -9.6% | +27.8% | -37.4% | -18.0% |
| 3Y | +9.7% | +173.3% | -163.6% | -24.2% |
| 5Y | -73.5% | +62.4% | -135.9% | -78.6% |
| 10Y | +46.5% | +249.6% | -203.1% | -18.4% |
| All | +63.2% | +252.6% | -189.4% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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