+46.9%
PYPL vs CLF
+82.3%
-35.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.9% | -7.0% | -2.9% |
| 7D | +1.0% | -9.1% | +10.0% | +2.2% |
| 30D | +5.9% | -0.9% | +6.8% | +5.3% |
| 3M | -0.2% | +3.0% | -3.2% | -1.8% |
| 6M | +30.3% | +16.7% | +13.6% | +24.1% |
| YTD | +1.6% | -3.2% | +4.7% | -1.7% |
| 1Y | -10.3% | +24.6% | -34.9% | -17.2% |
| 3Y | +8.5% | -22.3% | +30.8% | +2.7% |
| 5Y | -71.0% | -41.2% | -29.8% | -72.1% |
| 10Y | +46.9% | +83.5% | -36.6% | +5.0% |
| All | +46.9% | +82.3% | -35.4% | +5.0% |
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