+61.9%
PYPL vs CSX
+461.6%
-399.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.7% |
| 7D | +1.0% | +0.7% | +0.3% | +0.6% |
| 30D | +5.9% | +8.1% | -2.2% | +1.8% |
| 3M | -0.2% | +2.2% | -2.4% | -1.5% |
| 6M | +30.3% | +14.6% | +15.7% | +21.1% |
| YTD | +1.6% | +42.2% | -40.6% | -16.0% |
| 1Y | -10.3% | +47.3% | -57.6% | -27.2% |
| 3Y | +8.5% | +73.5% | -65.0% | -19.9% |
| 5Y | -71.0% | +54.1% | -125.1% | -77.5% |
| 10Y | +46.9% | +409.0% | -362.0% | -29.6% |
| All | +61.9% | +461.6% | -399.7% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling