-0.8%
CRM vs PYPL
-81.1%
+80.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.2% | +1.6% |
| 7D | -4.4% | -2.3% | -2.2% | -3.5% |
| 30D | +28.1% | -9.0% | +37.2% | +32.2% |
| 3M | +48.8% | +30.6% | +18.2% | +30.7% |
| 6M | +28.3% | +18.6% | +9.7% | +17.2% |
| YTD | -6.0% | -7.2% | +1.2% | -5.6% |
| 1Y | +1.4% | -19.3% | +20.7% | +7.3% |
| 3Y | +11.8% | -12.3% | +24.1% | +9.4% |
| All | -0.8% | -81.1% | +80.2% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling