+38.8%
PYPL vs CME
+278.9%
-240.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.5% |
| 7D | -4.3% | -1.1% | -3.2% | -3.9% |
| 30D | -11.5% | +4.2% | -15.7% | -12.8% |
| 3M | +26.1% | +7.3% | +18.8% | +22.6% |
| 6M | +13.7% | -11.4% | +25.1% | +17.7% |
| YTD | -9.8% | +3.5% | -13.4% | -11.9% |
| 1Y | -22.1% | +8.6% | -30.7% | -25.3% |
| 3Y | -13.5% | +51.6% | -65.1% | -28.7% |
| 5Y | -81.6% | +75.3% | -156.9% | -86.0% |
| 10Y | +38.8% | +278.8% | -240.0% | -7.4% |
| All | +38.8% | +278.9% | -240.1% | -7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling