-81.0%
PYPL vs CVE
+317.2%
-398.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.8% |
| 7D | +2.7% | +2.5% | +0.2% | +2.2% |
| 30D | -4.9% | +16.7% | -21.6% | -7.5% |
| 3M | +28.9% | +9.3% | +19.6% | +26.4% |
| 6M | +18.2% | +43.6% | -25.4% | +9.3% |
| YTD | -5.0% | +93.6% | -98.6% | -17.9% |
| 1Y | -18.8% | +98.8% | -117.6% | -30.4% |
| 3Y | -12.6% | +73.6% | -86.2% | -25.1% |
| All | -81.0% | +317.2% | -398.3% | -86.7% |
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