+51.4%
PYPL vs CL
+76.0%
-24.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.6% | -2.4% |
| 7D | +2.7% | -2.2% | +4.9% | +3.7% |
| 30D | -4.9% | -4.8% | -0.1% | -2.9% |
| 3M | +28.9% | +4.9% | +24.0% | +26.0% |
| 6M | +18.2% | -5.7% | +24.0% | +20.7% |
| YTD | -5.0% | +14.4% | -19.4% | -11.6% |
| 1Y | -18.8% | +8.7% | -27.6% | -22.8% |
| 3Y | -12.6% | +30.0% | -42.6% | -25.8% |
| 5Y | -80.8% | +28.4% | -109.1% | -83.9% |
| 10Y | +49.9% | +50.1% | -0.2% | +12.8% |
| All | +51.4% | +76.0% | -24.6% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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