+51.4%
PYPL vs CRL
+318.3%
-266.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.4% | -2.3% |
| 7D | +2.7% | -1.0% | +3.7% | +3.2% |
| 30D | -4.9% | +10.7% | -15.5% | -9.0% |
| 3M | +28.9% | +55.3% | -26.4% | +5.3% |
| 6M | +18.2% | +60.7% | -42.4% | -6.7% |
| YTD | -5.0% | +44.6% | -49.7% | -21.6% |
| 1Y | -18.8% | +77.7% | -96.6% | -39.9% |
| 3Y | -12.6% | +37.6% | -50.2% | -32.7% |
| 5Y | -80.8% | -35.8% | -45.0% | -78.6% |
| 10Y | +49.9% | +241.7% | -191.8% | -31.7% |
| All | +51.4% | +318.3% | -266.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling