+47.2%
PYPL vs CNP
+142.6%
-95.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +2.2% | -4.3% | +6.5% | +3.7% |
| 30D | +8.1% | +5.7% | +2.4% | +5.9% |
| 3M | +1.9% | +0.9% | +1.0% | +1.4% |
| 6M | +33.1% | -1.1% | +34.2% | +33.0% |
| YTD | +3.8% | +8.3% | -4.5% | -0.4% |
| 1Y | -8.3% | +5.9% | -14.2% | -11.3% |
| 3Y | +11.9% | +64.6% | -52.8% | -10.3% |
| 5Y | -70.4% | +74.6% | -145.0% | -77.0% |
| 10Y | +47.2% | +139.8% | -92.7% | -9.8% |
| All | +47.2% | +142.6% | -95.4% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling