+41.5%
PYPL vs CTAS
+667.6%
-626.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.2% |
| 7D | +1.7% | 0.0% | +1.8% | +1.8% |
| 30D | -9.7% | -1.0% | -8.7% | -9.3% |
| 3M | +29.2% | +15.8% | +13.4% | +18.1% |
| 6M | +13.9% | -1.0% | +14.9% | +13.9% |
| YTD | -8.1% | +7.4% | -15.5% | -12.7% |
| 1Y | -21.4% | -0.1% | -21.3% | -22.0% |
| 3Y | -11.8% | +66.3% | -78.1% | -37.9% |
| 5Y | -81.1% | +111.0% | -192.1% | -88.5% |
| All | +41.5% | +667.6% | -626.1% | -55.2% |
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