-18.8%
PYPL vs CSX
+54.0%
-72.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.1% |
| 7D | +2.7% | -3.4% | +6.1% | +3.0% |
| 30D | -4.9% | -3.1% | -1.8% | -4.6% |
| 3M | +28.9% | +7.2% | +21.7% | +27.9% |
| 6M | +18.2% | +16.2% | +2.1% | +14.9% |
| YTD | -5.0% | +37.5% | -42.6% | -12.8% |
| All | -18.8% | +54.0% | -72.7% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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