-9.6%
PYPL vs CMS
-1.6%
-8.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.5% |
| 7D | +3.9% | -1.3% | +5.2% | +3.9% |
| 30D | +7.8% | +6.3% | +1.5% | +8.1% |
| 3M | -0.7% | -2.1% | +1.4% | -1.2% |
| 6M | +28.8% | -5.1% | +33.9% | +28.4% |
| YTD | +2.4% | +1.3% | +1.1% | +5.9% |
| 1Y | -9.6% | -1.4% | -8.2% | -5.8% |
| All | -9.6% | -1.6% | -8.0% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling