-12.8%
PYPL vs CVE
+72.1%
-84.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.9% |
| 7D | +2.7% | +2.5% | +0.2% | +2.4% |
| 30D | -4.9% | +16.7% | -21.6% | -6.7% |
| 3M | +28.9% | +9.3% | +19.6% | +27.3% |
| 6M | +18.2% | +43.6% | -25.4% | +11.4% |
| YTD | -5.0% | +93.6% | -98.6% | -15.6% |
| 1Y | -18.8% | +98.8% | -117.6% | -28.4% |
| All | -12.8% | +72.1% | -84.9% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling