+51.9%
PYPL vs CNH
+107.0%
-55.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -0.6% |
| 7D | -1.1% | +6.4% | -7.5% | -3.4% |
| 30D | +3.8% | -1.6% | +5.4% | +4.0% |
| 3M | -1.3% | +11.6% | -12.8% | -6.4% |
| 6M | +29.0% | +12.5% | +16.5% | +20.9% |
| YTD | +0.7% | +31.1% | -30.3% | -12.5% |
| 1Y | -12.3% | +17.0% | -29.3% | -20.5% |
| 3Y | +7.6% | +28.7% | -21.1% | -8.0% |
| 5Y | -71.7% | -17.4% | -54.3% | -72.3% |
| All | +51.9% | +107.0% | -55.2% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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