+9.7%
PYPL vs CRL
+86.4%
-76.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.8% | -7.4% | -1.3% |
| 7D | +3.9% | -6.1% | +10.0% | +5.1% |
| 30D | +7.8% | +12.4% | -4.6% | +4.1% |
| 3M | -0.7% | +27.1% | -27.8% | -7.1% |
| 6M | +28.8% | +85.7% | -57.0% | +8.6% |
| YTD | +2.4% | +69.2% | -66.8% | -11.9% |
| 1Y | -9.6% | +97.5% | -107.1% | -25.4% |
| 3Y | +9.7% | +86.1% | -76.4% | -15.3% |
| All | +9.7% | +86.4% | -76.7% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling