+38.8%
PYPL vs CRL
+244.4%
-205.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | -4.3% | -4.6% | +0.3% | -2.3% |
| 30D | -11.5% | +0.5% | -12.0% | -11.6% |
| 3M | +26.1% | +46.6% | -20.5% | +5.6% |
| 6M | +13.7% | +57.3% | -43.6% | -9.5% |
| YTD | -9.8% | +39.5% | -49.4% | -24.4% |
| 1Y | -22.1% | +76.9% | -98.9% | -42.3% |
| 3Y | -13.5% | +39.4% | -52.8% | -34.2% |
| 5Y | -81.6% | -37.2% | -44.4% | -79.1% |
| 10Y | +38.8% | +253.4% | -214.6% | -36.2% |
| All | +38.8% | +244.4% | -205.7% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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