-18.8%
PYPL vs CMS
-1.0%
-17.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | +2.7% | +0.4% | +2.3% | +2.7% |
| 30D | -4.9% | -3.6% | -1.3% | -5.3% |
| 3M | +28.9% | -1.9% | +30.8% | +29.5% |
| 6M | +18.2% | -11.0% | +29.2% | +16.7% |
| YTD | -5.0% | +0.2% | -5.2% | -2.8% |
| All | -18.8% | -1.0% | -17.8% | -17.8% |
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