-81.0%
PYPL vs CNH
+8.8%
-89.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +3.2% |
| 7D | -5.9% | -2.5% | -3.5% | -5.3% |
| 30D | -9.4% | +27.0% | -36.4% | -17.7% |
| 3M | +31.3% | +32.6% | -1.3% | +16.6% |
| 6M | +19.1% | +23.6% | -4.5% | +7.1% |
| YTD | -7.9% | +47.8% | -55.7% | -24.5% |
| 1Y | -17.9% | +21.3% | -39.1% | -26.5% |
| 3Y | -11.6% | +7.0% | -18.6% | -18.8% |
| 5Y | -81.0% | +10.2% | -91.2% | -83.7% |
| All | -81.0% | +8.8% | -89.8% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling