-17.9%
PYPL vs CLBK
+66.6%
-84.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | -5.9% | -1.4% | -4.6% | -5.5% |
| 30D | -9.4% | +4.5% | -13.9% | -10.5% |
| 3M | +31.3% | +22.8% | +8.5% | +24.0% |
| 6M | +19.1% | +43.4% | -24.3% | +8.9% |
| YTD | -7.9% | +64.1% | -72.0% | -18.7% |
| 1Y | -17.9% | +67.6% | -85.4% | -29.5% |
| All | -17.9% | +66.6% | -84.5% | -29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling