+10.2%
PYPL vs CLF
-22.9%
+33.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +2.1% |
| 7D | +0.1% | +10.4% | -10.3% | -1.1% |
| 30D | +5.7% | +0.6% | +5.1% | +5.0% |
| 3M | -1.9% | +4.1% | -6.0% | -3.2% |
| 6M | +31.8% | +15.1% | +16.7% | +27.4% |
| YTD | +2.4% | -4.7% | +7.2% | +0.2% |
| 1Y | -8.2% | +20.4% | -28.6% | -13.8% |
| 3Y | +10.2% | -23.4% | +33.6% | +0.2% |
| All | +10.2% | -22.9% | +33.1% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling