-28.9%
PYPL vs CLBK
+67.9%
-96.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +2.7% | +1.2% | +1.5% | +2.3% |
| 30D | -4.9% | +9.1% | -14.0% | -7.7% |
| 3M | +28.9% | +27.7% | +1.2% | +18.5% |
| 6M | +18.2% | +40.8% | -22.6% | +4.9% |
| YTD | -5.0% | +66.4% | -71.4% | -20.7% |
| 1Y | -18.8% | +72.4% | -91.2% | -33.4% |
| 3Y | -12.6% | +50.7% | -63.3% | -26.3% |
| 5Y | -80.8% | +42.9% | -123.7% | -84.3% |
| All | -28.9% | +67.9% | -96.8% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling