+63.8%
PYPL vs CNH
+89.3%
-25.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.6% |
| 7D | -1.2% | +6.7% | -7.9% | -3.4% |
| 30D | +6.1% | +7.2% | -1.1% | +3.4% |
| 3M | +1.1% | +17.5% | -16.4% | -5.5% |
| 6M | +32.7% | +15.0% | +17.8% | +23.9% |
| YTD | +2.8% | +36.8% | -34.0% | -11.3% |
| 1Y | -10.8% | +27.6% | -38.4% | -21.2% |
| 3Y | +9.8% | +34.3% | -24.5% | -6.5% |
| 5Y | -70.2% | -12.2% | -58.0% | -71.3% |
| 10Y | +50.1% | +113.9% | -63.8% | +3.6% |
| All | +63.8% | +89.3% | -25.5% | +17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling