+51.4%
PYPL vs CFG
+291.5%
-240.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -3.0% | -3.0% |
| 7D | +2.7% | +1.5% | +1.1% | +2.2% |
| 30D | -4.9% | -3.8% | -1.1% | -3.6% |
| 3M | +28.9% | +11.5% | +17.4% | +24.0% |
| 6M | +18.2% | +19.2% | -0.9% | +10.9% |
| YTD | -5.0% | +23.7% | -28.7% | -12.7% |
| 1Y | -18.8% | +38.8% | -57.7% | -28.5% |
| 3Y | -12.6% | +178.9% | -191.5% | -40.1% |
| 5Y | -80.8% | +101.8% | -182.6% | -85.5% |
| 10Y | +49.9% | +317.3% | -267.4% | -21.7% |
| All | +51.4% | +291.5% | -240.1% | -15.1% |
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