-81.0%
PYPL vs CNI
+11.3%
-92.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.7% | +2.5% |
| 7D | -5.9% | -1.1% | -4.8% | -5.3% |
| 30D | -9.4% | -3.5% | -5.9% | -7.5% |
| 3M | +31.3% | +2.2% | +29.1% | +29.3% |
| 6M | +19.1% | +15.1% | +4.0% | +8.1% |
| YTD | -7.9% | +24.7% | -32.6% | -21.2% |
| 1Y | -17.9% | +33.4% | -51.3% | -33.1% |
| 3Y | -11.6% | +19.5% | -31.1% | -24.1% |
| 5Y | -81.0% | +12.6% | -93.6% | -83.3% |
| All | -81.0% | +11.3% | -92.3% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling