-19.0%
PYPL vs CNI
+29.8%
-48.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.4% | -3.3% |
| 7D | +2.4% | -2.1% | +4.5% | +2.8% |
| 30D | -5.1% | -3.3% | -1.9% | -4.6% |
| 3M | +28.6% | +3.8% | +24.8% | +27.7% |
| 6M | +17.9% | +12.7% | +5.3% | +14.8% |
| YTD | -5.3% | +26.3% | -31.5% | -10.8% |
| 1Y | -19.0% | +29.9% | -48.9% | -25.0% |
| All | -19.0% | +29.8% | -48.8% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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