+63.8%
PYPL vs CME
+425.3%
-361.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.4% |
| 7D | -1.2% | +2.5% | -3.7% | -2.0% |
| 30D | +6.1% | +13.9% | -7.8% | +1.3% |
| 3M | +1.1% | +22.4% | -21.3% | -6.2% |
| 6M | +32.7% | +12.9% | +19.8% | +26.1% |
| YTD | +2.8% | +19.6% | -16.8% | -4.7% |
| 1Y | -10.8% | +17.7% | -28.4% | -16.9% |
| 3Y | +9.8% | +65.3% | -55.5% | -12.3% |
| 5Y | -70.2% | +75.1% | -145.4% | -77.1% |
| 10Y | +50.1% | +305.8% | -255.7% | -18.8% |
| All | +63.8% | +425.3% | -361.5% | -21.6% |
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 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