+11.8%
CRM vs PYPL
-12.0%
+23.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.2% | +1.7% |
| 7D | -4.4% | -2.3% | -2.2% | -3.7% |
| 30D | +28.1% | -9.0% | +37.2% | +31.4% |
| 3M | +48.8% | +30.6% | +18.2% | +33.2% |
| 6M | +28.3% | +18.6% | +9.7% | +18.8% |
| YTD | -6.0% | -7.2% | +1.2% | -5.6% |
| 1Y | +1.4% | -19.3% | +20.7% | +6.3% |
| 3Y | +11.8% | -12.3% | +24.1% | +12.0% |
| All | +11.8% | -12.0% | +23.9% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling