+46.9%
PYPL vs CMS
+134.3%
-87.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | +1.0% | +0.5% | +0.5% | +0.8% |
| 30D | +5.9% | +7.4% | -1.6% | +3.2% |
| 3M | -0.2% | +1.9% | -2.1% | -1.0% |
| 6M | +30.3% | -2.3% | +32.6% | +31.0% |
| YTD | +1.6% | +3.0% | -1.4% | -0.3% |
| 1Y | -10.3% | -2.8% | -7.5% | -10.0% |
| 3Y | +8.5% | +37.9% | -29.4% | -6.2% |
| 5Y | -71.0% | +34.0% | -104.9% | -74.9% |
| 10Y | +46.9% | +138.1% | -91.2% | +8.1% |
| All | +46.9% | +134.3% | -87.4% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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