+63.3%
PYPL vs CNC
+92.5%
-29.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.4% |
| 7D | +0.1% | +2.2% | -2.1% | -0.4% |
| 30D | +5.7% | +1.6% | +4.1% | +5.1% |
| 3M | -1.9% | +7.9% | -9.8% | -3.6% |
| 6M | +31.8% | +21.2% | +10.6% | +25.7% |
| YTD | +2.4% | +73.2% | -70.8% | -10.4% |
| 1Y | -8.2% | +97.5% | -105.7% | -22.1% |
| 3Y | +10.2% | -1.2% | +11.4% | +3.8% |
| 5Y | -71.2% | -6.1% | -65.2% | -73.0% |
| 10Y | +49.6% | +181.3% | -131.7% | +3.5% |
| All | +63.3% | +92.5% | -29.3% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling