-24.6%
PYPL vs CLBK
+61.7%
-86.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.8% | -1.6% |
| 7D | -1.1% | +2.5% | -3.6% | -1.9% |
| 30D | +3.8% | +3.7% | +0.1% | +2.5% |
| 3M | -1.3% | -3.3% | +2.0% | -0.2% |
| 6M | +29.0% | +29.6% | -0.6% | +17.9% |
| YTD | +0.7% | +60.3% | -59.5% | -14.9% |
| 1Y | -12.3% | +63.4% | -75.7% | -26.6% |
| 3Y | +7.6% | +53.8% | -46.2% | -10.0% |
| 5Y | -71.7% | +29.0% | -100.7% | -75.9% |
| All | -24.6% | +61.7% | -86.3% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling