+46.9%
PYPL vs CSGP
+61.5%
-14.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -0.5% |
| 7D | +1.0% | -3.2% | +4.1% | +2.6% |
| 30D | +5.9% | +2.2% | +3.6% | +2.5% |
| 3M | -0.2% | -3.7% | +3.4% | -1.5% |
| 6M | +30.3% | -7.4% | +37.8% | +29.8% |
| YTD | +1.6% | -54.9% | +56.5% | +53.4% |
| 1Y | -10.3% | -54.9% | +44.6% | +35.1% |
| 3Y | +8.5% | -61.9% | +70.4% | +73.2% |
| 5Y | -71.0% | -63.1% | -7.8% | -54.2% |
| 10Y | +46.9% | +65.1% | -18.2% | +14.2% |
| All | +46.9% | +61.5% | -14.5% | +14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling