-19.0%
PYPL vs CSGP
-64.9%
+45.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.8% | -2.3% |
| 7D | +2.4% | -4.1% | +6.5% | +4.2% |
| 30D | -5.1% | +2.3% | -7.4% | -7.0% |
| 3M | +28.6% | -8.2% | +36.7% | +31.6% |
| 6M | +17.9% | -35.1% | +53.0% | +44.9% |
| YTD | -5.3% | -54.0% | +48.8% | +42.4% |
| 1Y | -19.0% | -65.3% | +46.3% | +33.4% |
| All | -19.0% | -64.9% | +45.9% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling