+38.8%
PYPL vs CME
+280.6%
-241.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | -4.3% | -0.6% | -3.7% | -4.1% |
| 30D | -11.5% | +4.7% | -16.1% | -13.0% |
| 3M | +26.1% | +7.8% | +18.3% | +22.4% |
| 6M | +13.7% | -11.0% | +24.7% | +17.5% |
| YTD | -9.8% | +4.0% | -13.9% | -12.0% |
| 1Y | -22.1% | +9.1% | -31.2% | -25.4% |
| 3Y | -13.5% | +52.3% | -65.8% | -28.9% |
| 5Y | -81.6% | +76.1% | -157.7% | -86.0% |
| 10Y | +38.8% | +280.6% | -241.8% | -7.6% |
| All | +38.8% | +280.6% | -241.8% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CME 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling