+46.9%
PYPL vs CVE
+132.7%
-85.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | +1.0% | -10.0% | +11.0% | +2.5% |
| 30D | +5.9% | -11.9% | +17.7% | +7.7% |
| 3M | -0.2% | -5.9% | +5.7% | +0.2% |
| 6M | +30.3% | -1.6% | +31.9% | +29.4% |
| YTD | +1.6% | +66.3% | -64.7% | -8.3% |
| 1Y | -10.3% | +57.5% | -67.8% | -18.4% |
| 3Y | +8.5% | +65.4% | -56.9% | -3.8% |
| 5Y | -71.0% | +144.2% | -215.1% | -76.3% |
| 10Y | +46.9% | +135.5% | -88.6% | -2.1% |
| All | +46.9% | +132.7% | -85.8% | -2.1% |
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