-71.8%
PYPL vs CNC
-5.8%
-66.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.5% |
| 7D | +0.1% | +2.2% | -2.1% | -0.2% |
| 30D | +5.7% | +1.6% | +4.1% | +5.3% |
| 3M | -1.9% | +7.9% | -9.8% | -2.9% |
| 6M | +31.8% | +21.2% | +10.6% | +28.1% |
| YTD | +2.4% | +73.2% | -70.8% | -5.5% |
| 1Y | -8.2% | +97.5% | -105.7% | -16.9% |
| 3Y | +10.2% | -1.2% | +11.4% | +7.9% |
| All | -71.8% | -5.8% | -66.0% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling