+10.2%
PYPL vs CRS
+343.5%
-333.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.3% | +2.1% |
| 7D | +0.1% | +4.8% | -4.7% | -0.6% |
| 30D | +5.7% | -23.2% | +28.8% | +9.1% |
| 3M | -1.9% | -45.5% | +43.6% | +6.6% |
| 6M | +31.8% | -33.1% | +64.9% | +37.3% |
| YTD | +2.4% | -7.2% | +9.6% | -1.4% |
| 1Y | -8.2% | -10.0% | +1.8% | -11.1% |
| 3Y | +10.2% | +332.3% | -322.1% | -30.3% |
| All | +10.2% | +343.5% | -333.3% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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