-21.4%
PYPL vs CP
+19.5%
-40.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.2% |
| 7D | +1.7% | +2.4% | -0.7% | +1.6% |
| 30D | -9.7% | -0.5% | -9.2% | -9.8% |
| 3M | +29.2% | +1.4% | +27.8% | +28.8% |
| 6M | +13.9% | +10.3% | +3.6% | +12.4% |
| YTD | -8.1% | +24.3% | -32.4% | -11.1% |
| 1Y | -21.4% | +20.4% | -41.8% | -23.2% |
| All | -21.4% | +19.5% | -40.9% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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