+50.1%
PYPL vs CRL
+363.5%
-313.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.7% | -3.3% | -0.6% |
| 7D | +2.2% | +4.4% | -2.2% | -0.2% |
| 30D | +8.1% | +17.1% | -8.9% | -0.2% |
| 3M | +1.9% | +32.1% | -30.2% | -11.1% |
| 6M | +33.1% | +98.9% | -65.8% | -4.7% |
| YTD | +3.8% | +77.1% | -73.4% | -22.9% |
| 1Y | -8.3% | +110.3% | -118.6% | -37.3% |
| 3Y | +11.9% | +108.5% | -96.6% | -31.1% |
| 5Y | -70.4% | -7.9% | -62.6% | -72.3% |
| All | +50.1% | +363.5% | -313.4% | -40.4% |
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