-34.0%
CCL vs PAYC
+510.1%
-544.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.2% | +4.9% | -6.0% | -3.4% |
| 30D | +13.1% | +4.1% | +9.0% | +10.6% |
| 3M | +3.4% | +11.5% | -8.1% | -2.6% |
| 6M | +18.7% | +85.3% | -66.6% | -15.1% |
| YTD | -2.3% | +57.3% | -59.5% | -26.3% |
| 1Y | +14.2% | +52.6% | -38.4% | -12.5% |
| 3Y | +133.6% | +48.3% | +85.3% | +73.9% |
| 5Y | +33.5% | -47.8% | +81.3% | +59.4% |
| All | -34.0% | +510.1% | -544.2% | -62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling