+51.4%
PYPL vs CME
+365.6%
-314.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -2.9% |
| 7D | +2.7% | -1.6% | +4.3% | +3.2% |
| 30D | -4.9% | +6.2% | -11.1% | -7.1% |
| 3M | +28.9% | +10.4% | +18.5% | +23.8% |
| 6M | +18.2% | -9.5% | +27.8% | +21.6% |
| YTD | -5.0% | +6.0% | -11.0% | -8.0% |
| 1Y | -18.8% | +9.3% | -28.1% | -22.4% |
| 3Y | -12.6% | +57.7% | -70.2% | -29.4% |
| 5Y | -80.8% | +77.7% | -158.5% | -85.5% |
| 10Y | +49.9% | +281.2% | -231.3% | -17.6% |
| All | +51.4% | +365.6% | -314.2% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling