+40.1%
PYPL vs CMI
+516.5%
-476.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.2% |
| 7D | -2.3% | -0.7% | -1.5% | -2.0% |
| 30D | -9.0% | -12.4% | +3.4% | -3.9% |
| 3M | +30.6% | -14.8% | +45.4% | +37.7% |
| 6M | +18.6% | +0.8% | +17.8% | +13.5% |
| YTD | -7.2% | +10.2% | -17.4% | -15.9% |
| 1Y | -19.3% | +37.4% | -56.7% | -35.2% |
| 3Y | -12.3% | +153.3% | -165.6% | -49.5% |
| 5Y | -80.9% | +167.6% | -248.5% | -89.3% |
| All | +40.1% | +516.5% | -476.4% | -44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling