+61.9%
PYPL vs CTAS
+1,101.0%
-1,039.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.1% | -2.7% |
| 7D | +1.0% | +0.7% | +0.3% | +0.6% |
| 30D | +5.9% | +11.3% | -5.4% | -1.1% |
| 3M | -0.2% | +11.4% | -11.7% | -7.0% |
| 6M | +30.3% | +35.6% | -5.3% | +7.4% |
| YTD | +1.6% | +20.7% | -19.1% | -10.4% |
| 1Y | -10.3% | +22.8% | -33.1% | -21.8% |
| 3Y | +8.5% | +73.4% | -64.9% | -25.7% |
| 5Y | -71.0% | +117.6% | -188.5% | -82.8% |
| 10Y | +46.9% | +818.4% | -771.5% | -64.6% |
| All | +61.9% | +1,101.0% | -1,039.1% | -69.2% |
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 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