+328.8%
CB vs PAYC
+1,229.9%
-901.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -1.4% |
| 7D | +0.5% | -2.9% | +3.4% | +0.9% |
| 30D | -3.1% | +32.8% | -35.9% | -7.0% |
| 3M | +9.0% | +69.3% | -60.3% | +1.2% |
| 6M | +2.9% | +74.0% | -71.1% | -5.2% |
| YTD | +10.1% | +46.4% | -36.3% | +3.6% |
| 1Y | +22.8% | +4.2% | +18.6% | +20.7% |
| 3Y | +73.8% | -19.7% | +93.5% | +72.1% |
| 5Y | +99.2% | -52.0% | +151.2% | +107.7% |
| 10Y | +218.2% | +356.9% | -138.7% | +146.4% |
| All | +328.8% | +1,229.9% | -901.0% | +206.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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