-7.9%
PYPL vs CI
+21.2%
-29.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.4% | 0.0% | +3.0% |
| 7D | +6.5% | +3.5% | +2.9% | +6.0% |
| 30D | +10.6% | +12.6% | -1.9% | +8.9% |
| 3M | +3.1% | +12.1% | -9.0% | +1.7% |
| 6M | +20.2% | +10.6% | +9.6% | +17.7% |
| YTD | +4.0% | +12.8% | -8.8% | +2.0% |
| 1Y | -7.9% | +18.0% | -25.9% | -11.4% |
| All | -7.9% | +21.2% | -29.1% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling