+359.6%
CB vs PAYC
+1,262.3%
-902.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.1% | +3.3% | -1.1% |
| 7D | +0.2% | -10.2% | +10.4% | +1.6% |
| 30D | +9.1% | +6.1% | +2.9% | +8.1% |
| 3M | +3.4% | +10.1% | -6.7% | +2.0% |
| 6M | +14.1% | +88.6% | -74.5% | +4.2% |
| YTD | +18.0% | +50.0% | -32.0% | +10.6% |
| 1Y | +30.1% | +46.1% | -15.9% | +22.3% |
| 3Y | +71.8% | +51.2% | +20.6% | +57.8% |
| 5Y | +101.8% | -51.7% | +153.5% | +110.5% |
| 10Y | +252.1% | +467.4% | -215.2% | +167.9% |
| All | +359.6% | +1,262.3% | -902.6% | +227.6% |
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