+65.4%
PYPL vs CNH
+94.3%
-28.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.9% | -9.5% | -2.1% |
| 7D | +2.2% | +8.6% | -6.4% | -0.7% |
| 30D | +8.1% | +12.6% | -4.4% | +3.8% |
| 3M | +1.9% | +17.5% | -15.6% | -4.7% |
| 6M | +33.1% | +18.1% | +15.0% | +23.2% |
| YTD | +3.8% | +40.4% | -36.6% | -11.2% |
| 1Y | -8.3% | +34.0% | -42.3% | -20.3% |
| 3Y | +11.9% | +35.3% | -23.4% | -5.0% |
| 5Y | -70.4% | -5.1% | -65.3% | -72.2% |
| 10Y | +47.2% | +124.0% | -76.9% | +0.2% |
| All | +65.4% | +94.3% | -28.9% | +17.2% |
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