+46.5%
PYPL vs CRS
+1,318.1%
-1,271.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.3% | -2.4% |
| 7D | +1.7% | -3.1% | +4.8% | +2.4% |
| 30D | -9.7% | -19.6% | +9.9% | -5.3% |
| 3M | +29.2% | -8.1% | +37.3% | +30.6% |
| 6M | +13.9% | +18.6% | -4.7% | +7.6% |
| YTD | -8.1% | +45.9% | -54.0% | -18.3% |
| 1Y | -21.4% | +82.5% | -103.9% | -34.5% |
| 3Y | -11.8% | +648.9% | -660.7% | -50.0% |
| 5Y | -81.1% | +1,438.1% | -1,519.3% | -91.3% |
| 10Y | +36.9% | +1,327.0% | -1,290.1% | -42.9% |
| All | +46.5% | +1,318.1% | -1,271.6% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling