+47.2%
PYPL vs CVE
+136.7%
-89.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +2.2% | -10.1% | +12.2% | +3.8% |
| 30D | +8.1% | -12.1% | +20.2% | +10.0% |
| 3M | +1.9% | -1.9% | +3.8% | +1.7% |
| 6M | +33.1% | -1.8% | +35.0% | +32.3% |
| YTD | +3.8% | +65.8% | -62.0% | -6.3% |
| 1Y | -8.3% | +60.8% | -69.2% | -16.9% |
| 3Y | +11.9% | +70.1% | -58.3% | -1.3% |
| 5Y | -70.4% | +134.8% | -205.2% | -75.8% |
| 10Y | +47.2% | +130.1% | -82.9% | -1.9% |
| All | +47.2% | +136.7% | -89.5% | -1.9% |
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