-19.0%
PYPL vs CTAS
-1.7%
-17.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.1% |
| 7D | +2.4% | -1.8% | +4.2% | +3.4% |
| 30D | -5.1% | -0.2% | -4.9% | -5.1% |
| 3M | +28.6% | +11.7% | +16.9% | +20.5% |
| 6M | +17.9% | +0.7% | +17.2% | +17.7% |
| YTD | -5.3% | +7.4% | -12.7% | -8.9% |
| 1Y | -19.0% | -2.1% | -16.9% | -21.3% |
| All | -19.0% | -1.7% | -17.3% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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