+46.5%
PYPL vs CLX
+20.4%
+26.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.7% | -2.9% |
| 7D | +1.7% | -3.5% | +5.3% | +2.6% |
| 30D | -9.7% | -11.9% | +2.1% | -7.2% |
| 3M | +29.2% | -2.6% | +31.8% | +29.9% |
| 6M | +13.9% | -18.2% | +32.0% | +18.5% |
| YTD | -8.1% | -5.9% | -2.2% | -7.7% |
| 1Y | -21.4% | -23.8% | +2.5% | -17.2% |
| 3Y | -11.8% | -33.6% | +21.8% | -4.8% |
| 5Y | -81.1% | -35.7% | -45.5% | -79.9% |
| 10Y | +36.9% | -2.5% | +39.4% | +27.3% |
| All | +46.5% | +20.4% | +26.1% | +1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling