+404.8%
CCJ vs PAYC
+1,229.9%
-825.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.7% |
| 7D | +0.7% | -2.9% | +3.6% | +1.2% |
| 30D | +6.9% | +32.8% | -25.9% | +1.3% |
| 3M | -11.6% | +69.3% | -80.9% | -20.2% |
| 6M | -16.2% | +74.0% | -90.2% | -25.2% |
| YTD | +10.1% | +46.4% | -36.3% | +0.9% |
| 1Y | +32.3% | +4.2% | +28.1% | +29.3% |
| 3Y | +171.3% | -19.7% | +191.0% | +168.0% |
| 5Y | +372.4% | -52.0% | +424.4% | +401.3% |
| 10Y | +1,070.0% | +356.9% | +713.1% | +771.6% |
| All | +404.8% | +1,229.9% | -825.1% | +210.6% |
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