-14.8%
PYPL vs CTVA
+76.0%
-90.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.5% |
| 7D | -4.3% | -5.8% | +1.5% | -2.6% |
| 30D | -11.5% | +11.1% | -22.5% | -14.4% |
| 3M | +26.1% | +13.2% | +12.9% | +20.3% |
| 6M | +13.7% | +8.7% | +5.0% | +9.3% |
| YTD | -9.8% | +27.3% | -37.1% | -18.7% |
| 1Y | -22.1% | +18.0% | -40.1% | -27.9% |
| All | -14.8% | +76.0% | -90.8% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling