+9.7%
PYPL vs CLF
-33.4%
+43.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | +3.9% | -19.6% | +23.5% | +6.4% |
| 30D | +7.8% | -5.0% | +12.8% | +7.9% |
| 3M | -0.7% | -6.3% | +5.6% | -0.7% |
| 6M | +28.8% | +2.8% | +26.0% | +26.1% |
| YTD | +2.4% | -13.7% | +16.1% | +1.3% |
| 1Y | -9.6% | +13.6% | -23.2% | -14.7% |
| 3Y | +9.7% | -34.0% | +43.7% | +4.2% |
| All | +9.7% | -33.4% | +43.1% | +4.2% |
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