+50.1%
PYPL vs CVE
+144.4%
-94.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.8% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +6.1% | -10.8% | +16.9% | +7.7% |
| 3M | +1.1% | -4.3% | +5.4% | +1.3% |
| 6M | +32.7% | -1.5% | +34.2% | +31.8% |
| YTD | +2.8% | +70.7% | -67.9% | -7.6% |
| 1Y | -10.8% | +58.1% | -68.9% | -18.8% |
| 3Y | +9.8% | +69.8% | -60.0% | -3.1% |
| 5Y | -70.2% | +148.9% | -219.2% | -75.8% |
| 10Y | +50.1% | +143.5% | -93.5% | -0.4% |
| All | +50.1% | +144.4% | -94.3% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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