+65.4%
PYPL vs CTAS
+1,089.7%
-1,024.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.1% |
| 7D | +2.2% | -0.7% | +2.9% | +2.6% |
| 30D | +8.1% | +10.3% | -2.1% | +1.7% |
| 3M | +1.9% | +10.2% | -8.3% | -4.3% |
| 6M | +33.1% | +34.4% | -1.2% | +10.4% |
| YTD | +3.8% | +19.6% | -15.8% | -8.0% |
| 1Y | -8.3% | +21.8% | -30.1% | -19.7% |
| 3Y | +11.9% | +74.1% | -62.3% | -23.7% |
| 5Y | -70.4% | +114.0% | -184.5% | -82.3% |
| 10Y | +47.2% | +813.9% | -766.8% | -64.4% |
| All | +65.4% | +1,089.7% | -1,024.3% | -68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling