-78.1%
PYPL vs CPNG
-75.9%
-2.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.6% |
| 7D | +2.7% | -7.4% | +10.1% | +5.0% |
| 30D | -4.9% | -4.4% | -0.5% | -3.8% |
| 3M | +28.9% | -7.5% | +36.4% | +30.0% |
| 6M | +18.2% | -19.9% | +38.2% | +23.4% |
| YTD | -5.0% | -35.2% | +30.2% | +5.3% |
| 1Y | -18.8% | -46.8% | +28.0% | -4.8% |
| 3Y | -12.6% | -20.2% | +7.6% | -12.3% |
| 5Y | -80.8% | -48.4% | -32.3% | -80.6% |
| All | -78.1% | -75.9% | -2.2% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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