+51.9%
PYPL vs CTAS
+817.6%
-765.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -1.1% | +0.5% | -1.6% | -1.4% |
| 30D | +3.8% | +10.2% | -6.5% | -2.4% |
| 3M | -1.3% | +12.1% | -13.4% | -8.2% |
| 6M | +29.0% | +38.3% | -9.2% | +5.3% |
| YTD | +0.7% | +21.9% | -21.2% | -11.6% |
| 1Y | -12.3% | +24.0% | -36.3% | -23.9% |
| 3Y | +7.6% | +75.1% | -67.5% | -26.7% |
| 5Y | -71.7% | +116.9% | -188.6% | -83.2% |
| All | +51.9% | +817.6% | -765.7% | -58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling