+63.2%
PYPL vs CL
+92.6%
-29.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | +1.4% |
| 7D | +3.9% | +1.3% | +2.6% | +3.3% |
| 30D | +7.8% | +11.4% | -3.5% | +2.8% |
| 3M | -0.7% | +4.4% | -5.1% | -2.6% |
| 6M | +28.8% | +10.8% | +18.0% | +22.8% |
| YTD | +2.4% | +25.1% | -22.8% | -8.5% |
| 1Y | -9.6% | +28.0% | -37.6% | -20.1% |
| 3Y | +9.7% | +37.6% | -27.9% | -8.9% |
| 5Y | -73.5% | +39.7% | -113.2% | -78.5% |
| 10Y | +46.5% | +75.8% | -29.3% | +1.1% |
| All | +63.2% | +92.6% | -29.4% | +4.0% |
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