+47.2%
PYPL vs CME
+320.1%
-272.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +2.2% | -0.6% | +2.7% | +2.4% |
| 30D | +8.1% | +8.5% | -0.4% | +5.1% |
| 3M | +1.9% | +16.0% | -14.1% | -3.4% |
| 6M | +33.1% | +9.3% | +23.8% | +28.1% |
| YTD | +3.8% | +15.3% | -11.5% | -2.4% |
| 1Y | -8.3% | +14.4% | -22.7% | -13.6% |
| 3Y | +11.9% | +59.9% | -48.1% | -9.3% |
| 5Y | -70.4% | +69.4% | -139.9% | -77.0% |
| 10Y | +47.2% | +299.5% | -252.3% | -1.9% |
| All | +47.2% | +320.1% | -272.9% | -1.9% |
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