-19.0%
PYPL vs CPB
-32.6%
+13.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -3.1% |
| 7D | +2.4% | -8.6% | +11.0% | +2.8% |
| 30D | -5.1% | -7.2% | +2.1% | -5.0% |
| 3M | +28.6% | +0.9% | +27.7% | +28.2% |
| 6M | +17.9% | -11.8% | +29.8% | +18.5% |
| YTD | -5.3% | -19.4% | +14.1% | -4.5% |
| 1Y | -19.0% | -30.4% | +11.4% | -19.8% |
| All | -19.0% | -32.6% | +13.6% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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