+46.5%
PYPL vs CMI
+482.0%
-435.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.4% | -3.3% |
| 7D | +1.7% | +1.9% | -0.1% | +0.9% |
| 30D | -9.7% | -12.5% | +2.8% | -4.6% |
| 3M | +29.2% | -16.2% | +45.4% | +37.2% |
| 6M | +13.9% | +4.9% | +9.0% | +7.2% |
| YTD | -8.1% | +11.1% | -19.2% | -16.8% |
| 1Y | -21.4% | +43.4% | -64.8% | -37.8% |
| 3Y | -11.8% | +154.1% | -165.9% | -48.4% |
| 5Y | -81.1% | +169.5% | -250.6% | -89.3% |
| 10Y | +36.9% | +503.8% | -466.8% | -48.7% |
| All | +46.5% | +482.0% | -435.5% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling