+173.6%
CCJ vs PAYC
-21.5%
+195.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.4% | +6.6% | +1.2% |
| 7D | +5.9% | -7.9% | +13.8% | +6.0% |
| 30D | +4.7% | +2.1% | +2.6% | +4.7% |
| 3M | -3.3% | +61.8% | -65.1% | -3.7% |
| 6M | -7.0% | +59.9% | -67.0% | -7.4% |
| YTD | +11.5% | +38.5% | -27.0% | +12.5% |
| 1Y | +32.3% | -1.4% | +33.6% | +37.9% |
| All | +173.6% | -21.5% | +195.1% | +180.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling