-71.8%
PYPL vs CVE
+158.6%
-230.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | +0.1% | +5.9% | -5.9% | -0.9% |
| 30D | +5.7% | -10.9% | +16.5% | +7.4% |
| 3M | -1.9% | -4.5% | +2.6% | -1.8% |
| 6M | +31.8% | -1.0% | +32.8% | +30.6% |
| YTD | +2.4% | +74.7% | -72.3% | -10.7% |
| 1Y | -8.2% | +65.8% | -74.1% | -19.2% |
| 3Y | +10.2% | +73.2% | -63.0% | -6.7% |
| All | -71.8% | +158.6% | -230.4% | -79.5% |
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 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