+63.2%
PYPL vs CME
+408.7%
-345.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +3.9% | +0.9% | +3.0% | +3.6% |
| 30D | +7.8% | +13.2% | -5.4% | +3.2% |
| 3M | -0.7% | +16.3% | -16.9% | -6.1% |
| 6M | +28.8% | +7.1% | +21.6% | +24.7% |
| YTD | +2.4% | +15.8% | -13.5% | -4.0% |
| 1Y | -9.6% | +17.1% | -26.7% | -15.7% |
| 3Y | +9.7% | +63.2% | -53.5% | -12.2% |
| 5Y | -73.5% | +70.2% | -143.7% | -79.4% |
| 10Y | +46.5% | +337.0% | -290.5% | -23.8% |
| All | +63.2% | +408.7% | -345.5% | -21.1% |
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