-11.8%
PYPL vs CLBK
+55.4%
-67.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | +1.7% | +1.1% | +0.6% | +1.3% |
| 30D | -9.7% | +7.8% | -17.5% | -12.2% |
| 3M | +29.2% | +23.9% | +5.3% | +19.5% |
| 6M | +13.9% | +42.3% | -28.4% | +0.1% |
| YTD | -8.1% | +65.4% | -73.5% | -23.9% |
| 1Y | -21.4% | +70.3% | -91.7% | -36.0% |
| 3Y | -11.8% | +54.5% | -66.3% | -27.4% |
| All | -11.8% | +55.4% | -67.2% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling