-73.9%
PYPL vs CRL
-10.4%
-63.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.8% | -7.4% | -2.1% |
| 7D | +3.9% | -6.1% | +10.0% | +5.6% |
| 30D | +7.8% | +12.4% | -4.6% | +2.6% |
| 3M | -0.7% | +27.1% | -27.8% | -9.6% |
| 6M | +28.8% | +85.7% | -57.0% | +1.4% |
| YTD | +2.4% | +69.2% | -66.8% | -17.4% |
| 1Y | -9.6% | +97.5% | -107.1% | -31.4% |
| 3Y | +9.7% | +86.1% | -76.4% | -21.4% |
| All | -73.9% | -10.4% | -63.5% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling