+51.4%
PYPL vs CTAS
+968.8%
-917.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | +2.7% | -1.8% | +4.5% | +3.8% |
| 30D | -4.9% | -0.2% | -4.7% | -4.9% |
| 3M | +28.9% | +11.7% | +17.2% | +20.2% |
| 6M | +18.2% | +0.7% | +17.5% | +17.0% |
| YTD | -5.0% | +7.4% | -12.4% | -9.8% |
| 1Y | -18.8% | -2.1% | -16.7% | -18.5% |
| 3Y | -12.6% | +62.9% | -75.5% | -37.8% |
| 5Y | -80.8% | +111.9% | -192.7% | -88.4% |
| 10Y | +49.9% | +652.2% | -602.3% | -58.9% |
| All | +51.4% | +968.8% | -917.4% | -69.0% |
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