+45.1%
PYPL vs CVE
+136.1%
-91.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +3.9% | -16.1% | +20.0% | +6.6% |
| 30D | +7.8% | -10.4% | +18.2% | +9.4% |
| 3M | -0.7% | -2.4% | +1.7% | -0.8% |
| 6M | +28.8% | -4.4% | +33.2% | +28.5% |
| YTD | +2.4% | +64.9% | -62.6% | -7.5% |
| 1Y | -9.6% | +66.0% | -75.6% | -18.5% |
| 3Y | +9.7% | +57.7% | -48.0% | -2.0% |
| 5Y | -73.5% | +144.7% | -218.2% | -78.4% |
| All | +45.1% | +136.1% | -91.0% | -3.4% |
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