-73.6%
PYPL vs CVE
+148.3%
-221.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.7% | -1.6% |
| 7D | +3.5% | -14.1% | +17.6% | +5.9% |
| 30D | +8.0% | -11.6% | +19.6% | +9.8% |
| 3M | +2.0% | 0.0% | +2.0% | +1.2% |
| 6M | +27.6% | -8.4% | +35.9% | +28.1% |
| YTD | +1.9% | +65.9% | -64.0% | -10.3% |
| 1Y | -12.4% | +69.4% | -81.8% | -23.4% |
| 3Y | +6.3% | +55.9% | -49.6% | -8.1% |
| 5Y | -73.6% | +146.2% | -219.8% | -80.4% |
| All | -73.6% | +148.3% | -221.9% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling