-81.0%
PYPL vs CME
+78.2%
-159.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -3.0% |
| 7D | +2.7% | -1.6% | +4.3% | +3.0% |
| 30D | -4.9% | +6.2% | -11.1% | -6.2% |
| 3M | +28.9% | +10.4% | +18.5% | +25.9% |
| 6M | +18.2% | -9.5% | +27.8% | +20.4% |
| YTD | -5.0% | +6.0% | -11.0% | -6.9% |
| 1Y | -18.8% | +9.3% | -28.1% | -21.1% |
| 3Y | -12.6% | +57.7% | -70.2% | -26.5% |
| All | -81.0% | +78.2% | -159.2% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling