+40.1%
PYPL vs CNC
+99.9%
-59.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.5% |
| 7D | -2.3% | -0.9% | -1.3% | -2.1% |
| 30D | -9.0% | -1.0% | -8.1% | -8.8% |
| 3M | +30.6% | +4.5% | +26.1% | +28.9% |
| 6M | +18.6% | +85.2% | -66.7% | +3.4% |
| YTD | -7.2% | +61.4% | -68.6% | -17.2% |
| 1Y | -19.3% | +94.9% | -114.1% | -31.3% |
| 3Y | -12.3% | 0.0% | -12.3% | -17.7% |
| 5Y | -80.9% | +11.2% | -92.1% | -83.0% |
| All | +40.1% | +99.9% | -59.8% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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