+8.4%
PYPL vs CI
+6.9%
+1.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.8% |
| 7D | -1.1% | -1.7% | +0.6% | -0.9% |
| 30D | +3.8% | +4.9% | -1.1% | +3.2% |
| 3M | -1.3% | +7.4% | -8.7% | -2.1% |
| 6M | +29.0% | +0.4% | +28.7% | +28.6% |
| YTD | +0.7% | +9.5% | -8.7% | -0.7% |
| 1Y | -12.3% | +12.0% | -24.2% | -13.8% |
| All | +8.4% | +6.9% | +1.5% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling