+51.9%
PYPL vs CLX
+30.5%
+21.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.2% |
| 7D | -1.1% | +8.5% | -9.6% | -2.9% |
| 30D | +3.8% | +30.0% | -26.2% | -1.9% |
| 3M | -1.3% | +3.8% | -5.1% | -2.3% |
| 6M | +29.0% | +24.6% | +4.4% | +22.9% |
| YTD | +0.7% | +12.8% | -12.0% | -2.8% |
| 1Y | -12.3% | +8.6% | -20.9% | -14.7% |
| 3Y | +7.6% | -8.6% | +16.3% | +8.4% |
| 5Y | -71.7% | -21.8% | -49.9% | -71.3% |
| All | +51.9% | +30.5% | +21.4% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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