-49.4%
PYPL vs CTVA
+223.3%
-272.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.2% | -2.7% |
| 7D | +2.7% | +4.9% | -2.3% | +0.7% |
| 30D | -4.9% | +11.9% | -16.8% | -9.3% |
| 3M | +28.9% | +13.7% | +15.2% | +21.3% |
| 6M | +18.2% | +13.1% | +5.1% | +10.8% |
| YTD | -5.0% | +32.0% | -37.0% | -17.0% |
| 1Y | -18.8% | +22.1% | -40.9% | -26.9% |
| 3Y | -12.6% | +77.5% | -90.1% | -34.3% |
| 5Y | -80.8% | +106.3% | -187.1% | -86.7% |
| All | -49.4% | +223.3% | -272.7% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling