-50.6%
PYPL vs CTVA
+208.7%
-259.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -2.3% | -4.5% | +2.3% | -0.4% |
| 30D | -9.0% | +11.3% | -20.4% | -13.1% |
| 3M | +30.6% | +12.3% | +18.3% | +23.5% |
| 6M | +18.6% | +7.2% | +11.4% | +13.7% |
| YTD | -7.2% | +26.0% | -33.2% | -17.3% |
| 1Y | -19.3% | +16.0% | -35.3% | -25.8% |
| 3Y | -12.3% | +73.9% | -86.2% | -33.6% |
| 5Y | -80.9% | +103.8% | -184.7% | -86.7% |
| All | -50.6% | +208.7% | -259.3% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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