-8.3%
PYPL vs CI
+15.8%
-24.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +2.2% | +0.1% | +2.0% | +2.1% |
| 30D | +8.1% | +4.7% | +3.5% | +7.4% |
| 3M | +1.9% | +5.2% | -3.3% | +1.1% |
| 6M | +33.1% | +3.8% | +29.3% | +31.4% |
| YTD | +3.8% | +9.2% | -5.5% | +1.8% |
| All | -8.3% | +15.8% | -24.1% | -14.1% |
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