-21.4%
PYPL vs CNH
+20.6%
-41.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.6% | +2.3% | -2.7% |
| 7D | +1.7% | +8.8% | -7.1% | +1.0% |
| 30D | -9.7% | +24.7% | -34.4% | -11.6% |
| 3M | +29.2% | +27.3% | +1.9% | +26.1% |
| 6M | +13.9% | +23.2% | -9.3% | +11.1% |
| YTD | -8.1% | +48.9% | -57.0% | -18.0% |
| 1Y | -21.4% | +19.4% | -40.8% | -20.9% |
| All | -21.4% | +20.6% | -41.9% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling