+51.4%
PYPL vs CNP
+199.0%
-147.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.3% | -2.8% |
| 7D | +2.7% | +1.1% | +1.6% | +2.3% |
| 30D | -4.9% | -1.8% | -3.1% | -4.3% |
| 3M | +28.9% | -4.6% | +33.5% | +30.9% |
| 6M | +18.2% | -8.8% | +27.1% | +21.7% |
| YTD | -5.0% | +5.2% | -10.3% | -7.7% |
| 1Y | -18.8% | +8.3% | -27.1% | -22.1% |
| 3Y | -12.6% | +54.9% | -67.5% | -28.1% |
| 5Y | -80.8% | +73.5% | -154.3% | -85.0% |
| 10Y | +49.9% | +139.1% | -89.2% | -8.0% |
| All | +51.4% | +199.0% | -147.7% | -16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling