+9.1%
PYPL vs CSGP
-58.5%
+67.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.4% | -1.4% |
| 7D | +3.5% | +13.9% | -10.4% | -1.6% |
| 30D | +8.0% | +16.0% | -8.0% | +0.1% |
| 3M | +2.0% | +6.1% | -4.1% | -2.7% |
| 6M | +27.6% | -8.2% | +35.7% | +28.7% |
| YTD | +1.9% | -52.3% | +54.2% | +41.2% |
| 1Y | -12.4% | -54.5% | +42.1% | +23.7% |
| All | +9.1% | -58.5% | +67.6% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling