+238.9%
CRM vs PYPL
+44.3%
+194.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.2% | +1.6% |
| 7D | -4.4% | -2.3% | -2.2% | -3.4% |
| 30D | +28.1% | -9.0% | +37.2% | +32.9% |
| 3M | +48.8% | +30.6% | +18.2% | +27.9% |
| 6M | +28.3% | +18.6% | +9.7% | +15.3% |
| YTD | -6.0% | -7.2% | +1.2% | -5.8% |
| 1Y | +1.4% | -19.3% | +20.7% | +8.0% |
| 3Y | +11.8% | -12.3% | +24.1% | +8.1% |
| 5Y | -2.0% | -80.9% | +78.9% | +102.5% |
| All | +238.9% | +44.3% | +194.6% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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