-19.0%
PYPL vs CMI
+45.0%
-64.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.8% | -6.1% | -3.2% |
| 7D | +2.4% | -0.7% | +3.1% | +2.4% |
| 30D | -5.1% | -13.4% | +8.3% | -5.6% |
| 3M | +28.6% | -17.0% | +45.6% | +27.4% |
| 6M | +17.9% | -1.6% | +19.6% | +14.1% |
| YTD | -5.3% | +11.0% | -16.2% | -10.2% |
| 1Y | -19.0% | +41.9% | -60.9% | -23.3% |
| All | -19.0% | +45.0% | -64.0% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling