-81.0%
PYPL vs CLF
-47.7%
-33.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -3.4% |
| 7D | +2.7% | +7.6% | -4.9% | +1.3% |
| 30D | -4.9% | -1.2% | -3.7% | -4.9% |
| 3M | +28.9% | -13.4% | +42.3% | +31.1% |
| 6M | +18.2% | +15.4% | +2.8% | +12.8% |
| YTD | -5.0% | -5.9% | +0.8% | -7.0% |
| 1Y | -18.8% | +18.8% | -37.6% | -25.9% |
| 3Y | -12.6% | -19.4% | +6.8% | -17.9% |
| All | -81.0% | -47.7% | -33.3% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling