-81.0%
PYPL vs CMS
+23.4%
-104.5%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | -4.9% | -3.6% | -1.3% | -4.0% |
| 3M | +28.9% | -1.9% | +30.8% | +29.4% |
| 6M | +18.2% | -11.0% | +29.2% | +21.9% |
| YTD | -5.0% | +0.2% | -5.2% | -5.7% |
| 1Y | -18.8% | -1.3% | -17.5% | -19.2% |
| 3Y | -12.6% | +35.9% | -48.5% | -23.3% |
| All | -81.0% | +23.4% | -104.5% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling