+63.2%
PYPL vs CMS
+196.2%
-133.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.2% |
| 7D | +3.9% | -1.3% | +5.2% | +4.4% |
| 30D | +7.8% | +6.3% | +1.5% | +5.5% |
| 3M | -0.7% | -2.1% | +1.4% | 0.0% |
| 6M | +28.8% | -5.1% | +33.9% | +30.8% |
| YTD | +2.4% | +1.3% | +1.1% | +1.1% |
| 1Y | -9.6% | -1.4% | -8.2% | -9.9% |
| 3Y | +9.7% | +36.9% | -27.3% | -4.7% |
| 5Y | -73.5% | +32.5% | -106.0% | -76.9% |
| 10Y | +46.5% | +126.8% | -80.3% | +6.8% |
| All | +63.2% | +196.2% | -133.0% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling