-22.1%
PYPL vs CLX
-25.2%
+3.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.5% |
| 7D | -4.3% | -4.9% | +0.6% | -3.5% |
| 30D | -11.5% | -15.8% | +4.4% | -9.0% |
| 3M | +26.1% | -7.9% | +34.1% | +27.4% |
| 6M | +13.7% | -19.0% | +32.7% | +16.1% |
| YTD | -9.8% | -7.9% | -1.9% | -11.5% |
| 1Y | -22.1% | -25.4% | +3.3% | -19.3% |
| All | -22.1% | -25.2% | +3.1% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling