+50.1%
PYPL vs CLF
+73.8%
-23.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.0% | -5.6% | +0.2% |
| 7D | +2.2% | -14.1% | +16.2% | +4.4% |
| 30D | +8.1% | -5.5% | +13.7% | +8.4% |
| 3M | +1.9% | 0.0% | +1.9% | +0.8% |
| 6M | +33.1% | +11.3% | +21.9% | +27.8% |
| YTD | +3.8% | -7.7% | +11.4% | +1.2% |
| 1Y | -8.3% | +17.5% | -25.9% | -14.6% |
| 3Y | +11.9% | -25.4% | +37.3% | +6.6% |
| 5Y | -70.4% | -46.0% | -24.5% | -71.2% |
| All | +50.1% | +73.8% | -23.7% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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