+259.1%
CRM vs PYPL
+38.8%
+220.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.1% |
| 7D | -5.0% | -4.3% | -0.6% | -2.9% |
| 30D | +23.6% | -11.5% | +35.1% | +29.8% |
| 3M | +39.6% | +26.1% | +13.5% | +22.3% |
| 6M | +23.4% | +13.7% | +9.8% | +13.5% |
| YTD | -7.4% | -9.8% | +2.5% | -5.9% |
| 1Y | -2.3% | -22.1% | +19.7% | +5.7% |
| 3Y | +10.5% | -13.5% | +24.0% | +7.7% |
| 5Y | -4.7% | -81.6% | +76.9% | +95.4% |
| 10Y | +234.7% | +38.8% | +196.0% | +132.4% |
| All | +259.1% | +38.8% | +220.3% | +142.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling