-45.4%
PYPL vs CTVA
+131.3%
-176.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.7% |
| 7D | +0.1% | -20.8% | +20.8% | +7.3% |
| 30D | +5.7% | -29.6% | +35.3% | +18.5% |
| 3M | -1.9% | -16.9% | +15.0% | +1.9% |
| 6M | +31.8% | -24.3% | +56.1% | +41.3% |
| YTD | +2.4% | -5.6% | +8.0% | -0.9% |
| 1Y | -8.2% | -4.2% | -4.1% | -11.9% |
| 3Y | +10.2% | +43.3% | -33.1% | -12.9% |
| 5Y | -71.2% | +35.7% | -106.9% | -77.1% |
| All | -45.4% | +131.3% | -176.7% | -69.2% |
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